+45.3%
FCX vs GILD
+40.5%
+4.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -7.1% |
| 7D | -12.5% | +1.2% | -13.6% | -12.4% |
| 30D | -20.0% | +16.2% | -36.2% | -21.2% |
| 3M | -16.4% | +27.9% | -44.3% | -18.9% |
| 6M | +0.8% | +27.1% | -26.2% | -2.7% |
| YTD | +15.1% | +39.0% | -23.9% | +12.3% |
| 1Y | +45.3% | +40.1% | +5.3% | +41.1% |
| All | +45.3% | +40.5% | +4.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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