+992.2%
FCX vs REGN
+8,922.5%
-7,930.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.4% |
| 7D | -1.9% | -6.0% | +4.1% | -1.2% |
| 30D | +3.4% | -0.4% | +3.8% | +3.4% |
| 3M | +15.0% | +32.0% | -17.0% | +11.4% |
| 6M | +14.6% | +3.0% | +11.6% | +14.1% |
| YTD | +41.2% | +3.2% | +38.0% | +40.4% |
| 1Y | +60.4% | +43.4% | +16.9% | +53.5% |
| 3Y | +88.4% | -3.6% | +92.0% | +87.0% |
| 5Y | +115.0% | +23.1% | +91.9% | +107.1% |
| 10Y | +669.9% | +108.3% | +561.6% | +593.6% |
| All | +992.2% | +8,922.5% | -7,930.3% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling