+829.1%
FCX vs NOC
+4,123.2%
-3,294.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.4% | +4.5% | -0.1% | +2.5% |
| 30D | -16.3% | +14.1% | -30.4% | -21.1% |
| 3M | -12.5% | -4.5% | -8.0% | -11.7% |
| 6M | -8.0% | -0.8% | -7.3% | -9.2% |
| YTD | +20.1% | -2.5% | +22.6% | +18.5% |
| 1Y | +45.9% | -0.1% | +46.0% | +42.4% |
| 3Y | +86.2% | +24.6% | +61.6% | +60.0% |
| 5Y | +57.1% | +65.6% | -8.5% | +15.6% |
| 10Y | +382.5% | +160.5% | +222.0% | +180.8% |
| All | +829.1% | +4,123.2% | -3,294.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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