+115.0%
FCX vs NVMI
+263.1%
-148.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -5.8% |
| 7D | -1.9% | +3.8% | -5.6% | -3.3% |
| 30D | +3.4% | -7.6% | +11.0% | +6.3% |
| 3M | +15.0% | -28.0% | +43.0% | +28.8% |
| 6M | +14.6% | -15.3% | +30.0% | +19.7% |
| YTD | +41.2% | +11.5% | +29.7% | +33.0% |
| 1Y | +60.4% | +31.6% | +28.8% | +41.3% |
| 3Y | +88.4% | +207.0% | -118.5% | +9.4% |
| 5Y | +115.0% | +262.8% | -147.8% | +12.0% |
| All | +115.0% | +263.1% | -148.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling