+135.8%
FCX vs RPRX
+77.0%
+58.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.3% | +10.6% | +7.2% |
| 7D | +5.7% | -2.8% | +8.5% | +6.6% |
| 30D | +10.1% | +7.2% | +2.9% | +7.1% |
| 3M | +20.2% | +10.9% | +9.3% | +15.0% |
| 6M | +29.7% | +34.6% | -4.9% | +14.9% |
| YTD | +51.9% | +59.0% | -7.0% | +26.3% |
| 1Y | +66.0% | +72.5% | -6.6% | +33.1% |
| 3Y | +102.7% | +124.1% | -21.3% | +44.4% |
| All | +135.8% | +77.0% | +58.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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