+170.8%
FCX vs NXPI
+1,889.2%
-1,718.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.4% |
| 7D | -4.9% | +1.9% | -6.8% | -5.7% |
| 30D | +4.8% | -1.4% | +6.2% | +5.4% |
| 3M | +4.6% | -29.1% | +33.7% | +22.3% |
| 6M | +10.8% | +6.2% | +4.6% | +4.0% |
| YTD | +44.2% | +5.9% | +38.4% | +34.7% |
| 1Y | +59.6% | +2.9% | +56.7% | +50.2% |
| 3Y | +82.2% | +14.5% | +67.8% | +57.2% |
| 5Y | +115.6% | +17.1% | +98.6% | +78.7% |
| 10Y | +670.6% | +193.4% | +477.2% | +316.8% |
| All | +170.8% | +1,889.2% | -1,718.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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