+138.9%
FCX vs ENTG
+18.8%
+120.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +4.7% |
| 7D | +5.7% | +8.9% | -3.2% | +2.0% |
| 30D | +10.1% | -7.2% | +17.3% | +12.6% |
| 3M | +20.2% | +6.4% | +13.8% | +12.7% |
| 6M | +29.7% | +25.7% | +4.0% | +12.7% |
| YTD | +51.9% | +67.9% | -15.9% | +15.7% |
| 1Y | +66.0% | +72.4% | -6.4% | +23.3% |
| 3Y | +102.7% | +48.4% | +54.3% | +52.0% |
| 5Y | +138.9% | +20.1% | +118.8% | +84.4% |
| All | +138.9% | +18.8% | +120.1% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling