+192.5%
JNJ vs FCX
+688.3%
-495.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -2.3% | -1.2% | -3.4% |
| 30D | +2.3% | +2.7% | -0.4% | +2.0% |
| 3M | +12.0% | +7.4% | +4.6% | +11.1% |
| 6M | +10.5% | +16.0% | -5.6% | +8.4% |
| YTD | +30.4% | +40.9% | -10.5% | +25.7% |
| 1Y | +52.1% | +56.4% | -4.3% | +45.0% |
| 3Y | +77.8% | +84.2% | -6.4% | +64.3% |
| 5Y | +82.9% | +114.6% | -31.7% | +62.6% |
| All | +192.5% | +688.3% | -495.8% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling