+1,015.5%
FCX vs JCI
+1,970.3%
-954.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.5% |
| 7D | -4.9% | +3.8% | -8.7% | -6.3% |
| 30D | +4.8% | -5.7% | +10.5% | +6.9% |
| 3M | +4.6% | -1.4% | +6.0% | +5.1% |
| 6M | +10.8% | +4.1% | +6.7% | +9.3% |
| YTD | +44.2% | +21.7% | +22.5% | +33.6% |
| 1Y | +59.6% | +36.1% | +23.4% | +41.8% |
| 3Y | +82.2% | +154.4% | -72.2% | +27.5% |
| 5Y | +115.6% | +112.0% | +3.6% | +61.0% |
| 10Y | +670.6% | +322.2% | +348.3% | +364.2% |
| All | +1,015.5% | +1,970.3% | -954.8% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling