+839.3%
FCX vs NVS
+1,078.6%
-239.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -13.9% | +19.3% | +13.0% |
| 7D | +5.7% | -14.6% | +20.3% | +13.9% |
| 30D | +10.1% | -11.9% | +22.0% | +16.2% |
| 3M | +20.2% | -6.0% | +26.1% | +21.7% |
| 6M | +29.7% | -11.4% | +41.1% | +35.8% |
| YTD | +51.9% | +2.9% | +49.0% | +45.8% |
| 1Y | +66.0% | +10.2% | +55.7% | +52.7% |
| 3Y | +102.7% | +55.3% | +47.4% | +50.4% |
| 5Y | +138.9% | +89.6% | +49.2% | +56.5% |
| 10Y | +701.1% | +176.1% | +525.0% | +331.7% |
| All | +839.3% | +1,078.6% | -239.3% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling