+60.3%
FCX vs REGN
+45.3%
+15.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.7% |
| 7D | -6.0% | +14.4% | -20.4% | -7.4% |
| 30D | -13.6% | +28.1% | -41.7% | -17.0% |
| 3M | -6.8% | +22.5% | -29.3% | -9.6% |
| 6M | +13.2% | +31.6% | -18.4% | +8.7% |
| YTD | +24.4% | +21.0% | +3.4% | +21.5% |
| 1Y | +60.3% | +49.0% | +11.3% | +65.2% |
| All | +60.3% | +45.3% | +15.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling