+95.2%
FCX vs ULTA
+1,583.0%
-1,487.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +8.0% | +6.2% |
| 7D | +5.7% | +0.7% | +5.1% | +5.4% |
| 30D | +10.1% | -2.8% | +12.9% | +10.7% |
| 3M | +20.2% | +18.7% | +1.5% | +13.1% |
| 6M | +29.7% | -15.0% | +44.7% | +35.1% |
| YTD | +51.9% | -9.2% | +61.2% | +54.7% |
| 1Y | +66.0% | +5.7% | +60.3% | +60.1% |
| 3Y | +102.7% | +32.8% | +70.0% | +75.5% |
| 5Y | +138.9% | +46.0% | +92.9% | +97.2% |
| 10Y | +701.1% | +125.5% | +575.6% | +443.4% |
| All | +95.2% | +1,583.0% | -1,487.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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