+138.9%
FCX vs FIS
-64.6%
+203.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.9% | +11.2% | +6.8% |
| 7D | +5.7% | -3.5% | +9.2% | +6.5% |
| 30D | +10.1% | -7.8% | +17.9% | +12.0% |
| 3M | +20.2% | +0.8% | +19.3% | +18.4% |
| 6M | +29.7% | -21.9% | +51.6% | +37.3% |
| YTD | +51.9% | -39.5% | +91.4% | +74.2% |
| 1Y | +66.0% | -41.0% | +107.0% | +91.5% |
| 3Y | +102.7% | -23.6% | +126.4% | +109.2% |
| 5Y | +138.9% | -65.6% | +204.5% | +230.8% |
| All | +138.9% | -64.6% | +203.4% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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