+75.6%
FCX vs EXEL
+54.7%
+20.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.8% |
| 7D | +3.1% | -0.3% | +3.5% | +3.1% |
| 30D | +8.1% | +10.1% | -2.0% | +5.4% |
| 3M | +18.9% | +10.1% | +8.9% | +15.9% |
| 6M | +26.6% | +37.7% | -11.1% | +16.6% |
| YTD | +51.2% | +33.1% | +18.1% | +39.8% |
| 1Y | +75.6% | +52.4% | +23.2% | +56.3% |
| All | +75.6% | +54.7% | +20.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling