+992.2%
FCX vs TEVA
+866.1%
+126.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.2% |
| 7D | -1.9% | -0.7% | -1.1% | -1.6% |
| 30D | +3.4% | -0.4% | +3.8% | +3.6% |
| 3M | +15.0% | +8.2% | +6.7% | +12.0% |
| 6M | +14.6% | +15.3% | -0.7% | +9.3% |
| YTD | +41.2% | +16.5% | +24.7% | +34.3% |
| 1Y | +60.4% | +85.7% | -25.4% | +33.5% |
| 3Y | +88.4% | +277.9% | -189.4% | +23.6% |
| 5Y | +115.0% | +295.5% | -180.5% | +35.6% |
| 10Y | +669.9% | -24.5% | +694.4% | +544.0% |
| All | +992.2% | +866.1% | +126.1% | +579.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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