+1,952.3%
FCX vs EXEL
+353.7%
+1,598.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.4% |
| 7D | -1.0% | +2.3% | -3.3% | -1.3% |
| 30D | -15.2% | +19.8% | -35.1% | -17.7% |
| 3M | -10.3% | +32.7% | -43.0% | -14.4% |
| 6M | +1.6% | +49.0% | -47.4% | -5.0% |
| YTD | +23.9% | +63.7% | -39.8% | +13.9% |
| 1Y | +58.0% | +75.8% | -17.8% | +43.6% |
| 3Y | +94.6% | +241.3% | -146.7% | +55.6% |
| 5Y | +70.4% | +289.0% | -218.7% | +31.8% |
| 10Y | +430.7% | +377.6% | +53.0% | +275.9% |
| All | +1,952.3% | +353.7% | +1,598.6% | +806.1% |
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