+75.6%
FCX vs ZTS
-50.7%
+126.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.1% | -3.8% | +6.9% | +3.3% |
| 30D | +8.1% | -2.0% | +10.1% | +8.2% |
| 3M | +18.9% | -10.2% | +29.1% | +20.2% |
| 6M | +26.6% | -39.4% | +66.0% | +42.2% |
| YTD | +51.2% | -40.8% | +92.0% | +71.7% |
| 1Y | +75.6% | -50.1% | +125.7% | +117.0% |
| All | +75.6% | -50.7% | +126.2% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling