+613.6%
FCX vs JCI
+338.7%
+274.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +3.4% | -7.7% | +11.1% | +9.9% |
| 3M | +15.0% | +2.8% | +12.2% | +12.0% |
| 6M | +14.6% | +7.2% | +7.4% | +7.7% |
| YTD | +41.2% | +20.0% | +21.3% | +20.3% |
| 1Y | +60.4% | +33.3% | +27.1% | +25.2% |
| 3Y | +88.4% | +161.3% | -72.9% | -19.4% |
| 5Y | +115.0% | +108.8% | +6.3% | +8.4% |
| All | +613.6% | +338.7% | +274.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded JCI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling