+138.9%
FCX vs ZTS
-62.4%
+201.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.3% | +6.3% |
| 7D | +5.7% | -4.8% | +10.5% | +7.3% |
| 30D | +10.1% | +1.2% | +8.8% | +9.3% |
| 3M | +20.2% | -6.0% | +26.2% | +21.5% |
| 6M | +29.7% | -38.7% | +68.4% | +52.9% |
| YTD | +51.9% | -40.6% | +92.6% | +81.2% |
| 1Y | +66.0% | -50.6% | +116.6% | +113.8% |
| 3Y | +102.7% | -58.7% | +161.5% | +176.3% |
| 5Y | +138.9% | -62.8% | +201.7% | +212.8% |
| All | +138.9% | -62.4% | +201.3% | +212.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling