+115.8%
FCX vs NVS
+92.9%
+22.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -14.3% | +12.0% | +3.0% |
| 30D | +2.7% | -10.0% | +12.6% | +5.4% |
| 3M | +7.4% | -10.9% | +18.3% | +10.4% |
| 6M | +16.0% | -12.0% | +28.0% | +20.0% |
| YTD | +40.9% | +2.5% | +38.4% | +34.9% |
| 1Y | +56.4% | +10.7% | +45.8% | +43.8% |
| 3Y | +84.2% | +53.3% | +30.9% | +39.5% |
| All | +115.8% | +92.9% | +22.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling