+84.2%
FCX vs NVS
+54.2%
+30.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -14.3% | +12.0% | +1.1% |
| 30D | +2.7% | -10.0% | +12.6% | +4.2% |
| 3M | +7.4% | -10.9% | +18.3% | +9.1% |
| 6M | +16.0% | -12.0% | +28.0% | +18.4% |
| YTD | +40.9% | +2.5% | +38.4% | +36.1% |
| 1Y | +56.4% | +10.7% | +45.8% | +46.8% |
| 3Y | +84.2% | +53.3% | +30.9% | +56.1% |
| All | +84.2% | +54.2% | +30.0% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling