+97.6%
FCX vs ENTG
+48.2%
+49.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | +3.1% | +8.9% | -5.8% | -0.6% |
| 30D | +8.1% | -0.8% | +8.9% | +7.7% |
| 3M | +18.9% | +6.6% | +12.4% | +10.8% |
| 6M | +26.6% | +22.1% | +4.5% | +10.1% |
| YTD | +51.2% | +70.2% | -19.0% | +11.9% |
| 1Y | +75.6% | +76.7% | -1.2% | +25.6% |
| All | +97.6% | +48.2% | +49.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling