+60.3%
FCX vs NVS
+37.6%
+22.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +1.0% |
| 7D | -6.0% | +5.7% | -11.7% | -6.5% |
| 30D | -13.6% | +17.1% | -30.7% | -15.0% |
| 3M | -6.8% | +7.6% | -14.4% | -8.5% |
| 6M | +13.2% | +14.1% | -0.9% | +6.6% |
| YTD | +24.4% | +23.3% | +1.1% | +18.5% |
| 1Y | +60.3% | +36.0% | +24.3% | +50.9% |
| All | +60.3% | +37.6% | +22.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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