+47.5%
FCX vs ZTS
-29.2%
+76.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | -0.3% | +5.6% | -5.9% | -0.4% |
| 30D | -14.7% | +12.1% | -26.8% | -14.3% |
| 3M | -11.2% | +11.3% | -22.4% | -10.9% |
| 6M | -11.4% | +14.3% | -25.7% | -11.4% |
| YTD | +17.7% | -31.9% | +49.6% | +33.2% |
| 1Y | +47.5% | -29.3% | +76.7% | +66.0% |
| All | +47.5% | -29.2% | +76.7% | +66.0% |
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