+1,069.2%
FCX vs NVO
+14,100.3%
-13,031.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +3.1% | -4.7% | +7.8% | +4.7% |
| 30D | +8.1% | -5.4% | +13.6% | +10.1% |
| 3M | +18.9% | +7.0% | +12.0% | +15.1% |
| 6M | +26.6% | +17.6% | +9.0% | +18.2% |
| YTD | +51.2% | -8.0% | +59.2% | +49.8% |
| 1Y | +75.6% | -13.8% | +89.4% | +77.4% |
| 3Y | +101.7% | -50.3% | +152.0% | +133.8% |
| 5Y | +134.6% | +0.7% | +134.0% | +102.8% |
| 10Y | +724.2% | +155.6% | +568.5% | +383.4% |
| All | +1,069.2% | +14,100.3% | -13,031.2% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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