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  • FICO vs COPX✓SelectedUSD · COPXFICO vs COPX performance historyLatest closeAs of+5.35%09/09
Stock and ETF performance explorer

FICO vs COPX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+665.4%
COPX return
+606.7%
Excess return
+58.7%
Maximum drawdown
-61.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCOPXExcessAlpha
1D+5.3%+0.9%+4.4%+5.0%
7D-10.6%+6.0%-16.5%-12.2%
30D-6.3%+6.4%-12.8%-8.3%
3M-19.7%+19.3%-39.0%-25.2%
6M-31.8%+16.2%-48.0%-36.9%
YTD-41.8%+33.2%-75.0%-49.9%
1Y-36.4%+90.2%-126.7%-52.8%
3Y+9.3%+175.7%-166.4%-33.9%
5Y+113.0%+193.1%-80.1%+20.2%
10Y+665.4%+619.4%+46.0%+140.8%
All+665.4%+606.7%+58.7%+140.8%

Cumulative growth

Daily Returns

Daily percentage return beside COPX.

Daily Out/Under-Performance

Portfolio return minus COPX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…

10y analysis · Full analysis span regression · 6 months rolling