+2,289.6%
FCX vs EXEL
+273.2%
+2,016.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.9% | +8.4% | -13.2% | -6.1% |
| 30D | +4.8% | +4.1% | +0.7% | +4.0% |
| 3M | +4.6% | +12.4% | -7.8% | +2.5% |
| 6M | +10.8% | +41.5% | -30.7% | +4.5% |
| YTD | +44.2% | +34.6% | +9.6% | +36.9% |
| 1Y | +59.6% | +57.9% | +1.7% | +47.2% |
| 3Y | +82.2% | +159.5% | -77.3% | +52.1% |
| 5Y | +115.6% | +198.5% | -82.9% | +74.0% |
| 10Y | +670.6% | +411.4% | +259.2% | +438.2% |
| All | +2,289.6% | +273.2% | +2,016.4% | +989.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling