+123.5%
FCX vs ZTS
+195.6%
-72.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +3.2% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -15.2% | +10.8% | -26.0% | -19.7% |
| 3M | -10.3% | +14.1% | -24.3% | -16.5% |
| 6M | +1.6% | +0.8% | +0.8% | -1.4% |
| YTD | +23.9% | -33.1% | +57.0% | +45.7% |
| 1Y | +58.0% | -30.0% | +88.0% | +80.9% |
| 3Y | +94.6% | -49.5% | +144.1% | +156.2% |
| 5Y | +70.4% | -60.2% | +130.6% | +152.6% |
| 10Y | +430.7% | +77.0% | +353.6% | +254.8% |
| All | +123.5% | +195.6% | -72.1% | +24.0% |
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 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