+27.8%
INTC vs FCX
+54.7%
-26.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.3% |
| 30D | -39.2% | -14.7% | -24.5% | -34.0% |
| 3M | -42.9% | -11.2% | -31.8% | -39.3% |
| 6M | -50.4% | -11.4% | -39.0% | -47.0% |
| YTD | +61.7% | +17.7% | +44.0% | +53.5% |
| 1Y | +66.1% | +47.5% | +18.6% | +45.0% |
| 3Y | +58.1% | +83.9% | -25.7% | +20.9% |
| All | +27.8% | +54.7% | -26.9% | 0.0% |
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