+1,075.1%
FCX vs SONY
+457.1%
+618.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.5% | +7.2% |
| 7D | +5.7% | -5.2% | +10.9% | +8.1% |
| 30D | +10.1% | +0.3% | +9.8% | +9.6% |
| 3M | +20.2% | +6.2% | +13.9% | +15.5% |
| 6M | +29.7% | +9.5% | +20.1% | +23.2% |
| YTD | +51.9% | -8.1% | +60.0% | +55.7% |
| 1Y | +66.0% | -17.9% | +83.9% | +78.3% |
| 3Y | +102.7% | +41.5% | +61.2% | +67.6% |
| 5Y | +138.9% | +11.8% | +127.0% | +118.2% |
| 10Y | +701.1% | +275.4% | +425.7% | +338.6% |
| All | +1,075.1% | +457.1% | +618.0% | +430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling