+1,015.5%
FCX vs NOC
+3,860.6%
-2,845.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.3% |
| 7D | -4.9% | -5.2% | +0.3% | -2.8% |
| 30D | +4.8% | -7.2% | +12.0% | +7.7% |
| 3M | +4.6% | -5.1% | +9.7% | +6.1% |
| 6M | +10.8% | -31.1% | +41.9% | +28.1% |
| YTD | +44.2% | -8.6% | +52.8% | +47.1% |
| 1Y | +59.6% | -9.7% | +69.3% | +63.3% |
| 3Y | +82.2% | +24.3% | +58.0% | +56.7% |
| 5Y | +115.6% | +52.6% | +63.0% | +64.9% |
| 10Y | +670.6% | +183.6% | +487.0% | +334.4% |
| All | +1,015.5% | +3,860.6% | -2,845.1% | +156.7% |
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