+1,636.1%
FCX vs VRSN
+6,651.0%
-5,015.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | +4.6% | -0.3% | +4.9% | +4.2% |
| 6M | +10.8% | +23.0% | -12.2% | +6.1% |
| YTD | +44.2% | +21.3% | +22.9% | +38.1% |
| 1Y | +59.6% | +6.7% | +52.8% | +56.0% |
| 3Y | +82.2% | +45.0% | +37.3% | +68.4% |
| 5Y | +115.6% | +35.0% | +80.6% | +101.5% |
| 10Y | +670.6% | +276.3% | +394.2% | +525.0% |
| All | +1,636.1% | +6,651.0% | -5,015.0% | +1,063.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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