+810.5%
FCX vs JCI
+1,895.7%
-1,085.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.1% |
| 7D | -0.3% | +3.2% | -3.5% | -1.4% |
| 30D | -14.7% | -8.6% | -6.1% | -11.8% |
| 3M | -11.2% | -7.7% | -3.4% | -8.6% |
| 6M | -11.4% | -2.6% | -8.8% | -10.6% |
| YTD | +17.7% | +17.4% | +0.4% | +10.5% |
| 1Y | +47.5% | +16.9% | +30.6% | +38.7% |
| 3Y | +83.9% | +186.7% | -102.9% | +23.1% |
| 5Y | +54.0% | +95.4% | -41.4% | +18.5% |
| 10Y | +372.9% | +292.7% | +80.1% | +191.2% |
| All | +810.5% | +1,895.7% | -1,085.2% | +259.7% |
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