+990.0%
FCX vs IDXX
+7,664.6%
-6,674.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | -5.7% | +3.4% | -0.9% |
| 30D | +2.7% | -11.5% | +14.2% | +5.8% |
| 3M | +7.4% | -9.5% | +16.9% | +9.7% |
| 6M | +16.0% | -16.0% | +32.0% | +20.6% |
| YTD | +40.9% | -25.4% | +66.3% | +50.8% |
| 1Y | +56.4% | -21.8% | +78.2% | +65.0% |
| 3Y | +84.2% | +7.0% | +77.2% | +75.7% |
| 5Y | +114.6% | -26.0% | +140.6% | +120.6% |
| 10Y | +668.4% | +358.9% | +309.4% | +423.2% |
| All | +990.0% | +7,664.6% | -6,674.6% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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