+1,836.1%
INTC vs FCX
+1,056.8%
+779.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +7.1% | -4.9% | +11.9% | +8.2% |
| 30D | -5.2% | +4.8% | -10.0% | -6.4% |
| 3M | -14.3% | +4.6% | -18.9% | -14.9% |
| 6M | +110.2% | +10.8% | +99.4% | +105.3% |
| YTD | +159.6% | +44.2% | +115.4% | +139.7% |
| 1Y | +289.3% | +59.6% | +229.7% | +248.5% |
| 3Y | +166.1% | +82.2% | +83.8% | +129.5% |
| 5Y | +94.4% | +115.6% | -21.2% | +58.3% |
| 10Y | +227.7% | +670.6% | -442.9% | +91.9% |
| All | +1,836.1% | +1,056.8% | +779.3% | +805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling