+612.2%
FCX vs NVS
+179.5%
+432.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -14.3% | +12.0% | +5.8% |
| 30D | +2.7% | -10.0% | +12.6% | +7.2% |
| 3M | +7.4% | -10.9% | +18.3% | +12.2% |
| 6M | +16.0% | -12.0% | +28.0% | +22.2% |
| YTD | +40.9% | +2.5% | +38.4% | +33.5% |
| 1Y | +56.4% | +10.7% | +45.8% | +40.0% |
| 3Y | +84.2% | +53.3% | +30.9% | +26.7% |
| 5Y | +114.6% | +93.6% | +21.0% | +19.5% |
| All | +612.2% | +179.5% | +432.7% | +267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling