+160.2%
FCX vs ZTS
+170.4%
-10.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.5% |
| 7D | -4.9% | -2.0% | -2.9% | -4.0% |
| 30D | +4.8% | +1.9% | +2.9% | +3.3% |
| 3M | +4.6% | -4.0% | +8.6% | +5.3% |
| 6M | +10.8% | -39.1% | +50.0% | +37.8% |
| YTD | +44.2% | -38.8% | +83.0% | +78.1% |
| 1Y | +59.6% | -49.6% | +109.1% | +117.6% |
| 3Y | +82.2% | -59.0% | +141.2% | +169.7% |
| 5Y | +115.6% | -61.8% | +177.4% | +224.7% |
| 10Y | +670.6% | +61.4% | +609.1% | +441.5% |
| All | +160.2% | +170.4% | -10.2% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling