+59.6%
FCX vs NVMI
+53.9%
+5.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -2.2% |
| 7D | -4.9% | +6.6% | -11.5% | -7.6% |
| 30D | +4.8% | -7.5% | +12.3% | +8.0% |
| 3M | +4.6% | -28.5% | +33.1% | +19.4% |
| 6M | +10.8% | -15.7% | +26.6% | +15.3% |
| YTD | +44.2% | +13.3% | +30.9% | +32.9% |
| 1Y | +59.6% | +48.3% | +11.3% | +19.8% |
| All | +59.6% | +53.9% | +5.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling