+57.4%
INTC vs FCX
+58.1%
-0.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.7% |
| 7D | -39.0% | -6.0% | -33.0% | -35.7% |
| 30D | -49.8% | -13.6% | -36.3% | -44.3% |
| 3M | -42.2% | -6.8% | -35.4% | -39.3% |
| 6M | -39.2% | +13.2% | -52.3% | -41.3% |
| YTD | +57.9% | +24.4% | +33.5% | +36.2% |
| 1Y | +57.4% | +60.3% | -2.9% | +8.9% |
| All | +57.4% | +58.1% | -0.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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