+103.2%
INTC vs FCX
+112.9%
-9.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -2.3% | +9.7% | +8.6% |
| 30D | +2.0% | +2.7% | -0.7% | +0.5% |
| 3M | -12.0% | +7.4% | -19.4% | -14.4% |
| 6M | +114.5% | +16.0% | +98.5% | +101.1% |
| YTD | +179.0% | +40.9% | +138.0% | +143.2% |
| 1Y | +318.3% | +56.4% | +261.9% | +246.1% |
| 3Y | +171.2% | +84.2% | +87.0% | +103.5% |
| All | +103.2% | +112.9% | -9.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling