+55.4%
FCX vs SONY
+12.1%
+43.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -14.7% | +11.1% | -25.9% | -19.7% |
| 3M | -11.2% | +14.7% | -25.8% | -18.1% |
| 6M | -11.4% | +18.8% | -30.2% | -20.7% |
| YTD | +17.7% | +5.7% | +12.0% | +12.1% |
| 1Y | +47.5% | -8.1% | +55.5% | +51.7% |
| 3Y | +83.9% | +64.0% | +19.9% | +31.4% |
| All | +55.4% | +12.1% | +43.3% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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