+612.2%
FCX vs NVMI
+3,158.6%
-2,546.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | +2.7% | -8.4% | +11.1% | +6.3% |
| 3M | +7.4% | -33.6% | +41.0% | +26.3% |
| 6M | +16.0% | -14.7% | +30.7% | +21.0% |
| YTD | +40.9% | +13.2% | +27.7% | +29.6% |
| 1Y | +56.4% | +29.0% | +27.4% | +34.9% |
| 3Y | +84.2% | +215.0% | -130.8% | -4.8% |
| 5Y | +114.6% | +268.6% | -153.9% | -3.6% |
| All | +612.2% | +3,158.6% | -2,546.4% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling