+152.8%
FCX vs VEEV
+623.9%
-471.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | +4.8% | +28.8% | -24.0% | -3.1% |
| 3M | +4.6% | +54.0% | -49.4% | -8.8% |
| 6M | +10.8% | +46.0% | -35.1% | -2.9% |
| YTD | +44.2% | +23.2% | +21.0% | +32.2% |
| 1Y | +59.6% | +1.9% | +57.7% | +54.5% |
| 3Y | +82.2% | +27.0% | +55.2% | +59.9% |
| 5Y | +115.6% | -13.4% | +129.0% | +105.1% |
| 10Y | +670.6% | +575.2% | +95.3% | +264.2% |
| All | +152.8% | +623.9% | -471.1% | +6.0% |
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