+106.4%
FCX vs VEEV
+693.5%
-587.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -14.7% | +1.4% | -16.1% | -15.1% |
| 3M | -11.2% | +19.4% | -30.5% | -16.1% |
| 6M | -11.4% | +93.6% | -105.0% | -28.2% |
| YTD | +17.7% | +35.1% | -17.4% | +4.8% |
| 1Y | +47.5% | +3.4% | +44.1% | +42.3% |
| 3Y | +83.9% | +81.4% | +2.5% | +44.8% |
| 5Y | +54.0% | -5.1% | +59.0% | +42.4% |
| 10Y | +372.9% | +661.2% | -288.4% | +115.1% |
| All | +106.4% | +693.5% | -587.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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