+2,388.0%
FCX vs NVMI
+1,995.1%
+392.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.0% | +5.2% |
| 7D | +5.7% | +11.7% | -6.0% | +4.0% |
| 30D | +10.1% | -4.0% | +14.1% | +10.6% |
| 3M | +20.2% | -25.8% | +45.9% | +25.1% |
| 6M | +29.7% | -8.3% | +38.0% | +30.8% |
| YTD | +51.9% | +14.8% | +37.1% | +48.7% |
| 1Y | +66.0% | +37.9% | +28.1% | +58.2% |
| 3Y | +102.7% | +216.3% | -113.5% | +70.6% |
| 5Y | +138.9% | +277.2% | -138.3% | +95.5% |
| 10Y | +701.1% | +3,074.3% | -2,373.3% | +437.0% |
| All | +2,388.0% | +1,995.1% | +392.9% | +1,432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling