+60.3%
FCX vs SWK
+87.6%
-27.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.1% | -11.8% | -3.8% |
| 7D | -6.0% | +17.9% | -23.9% | -12.3% |
| 30D | -13.6% | +31.9% | -45.5% | -23.6% |
| 3M | -6.8% | +16.6% | -23.3% | -12.8% |
| 6M | +13.2% | +61.1% | -48.0% | -8.7% |
| YTD | +24.4% | +64.2% | -39.8% | -4.5% |
| 1Y | +60.3% | +85.2% | -24.9% | +17.4% |
| All | +60.3% | +87.6% | -27.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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