+83.4%
JNJ vs FCX
+116.3%
-32.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | -0.2% |
| 7D | -4.3% | -1.9% | -2.5% | -4.3% |
| 30D | +3.0% | +3.4% | -0.4% | +2.9% |
| 3M | +12.2% | +15.0% | -2.8% | +11.8% |
| 6M | +10.5% | +14.6% | -4.2% | +9.8% |
| YTD | +30.8% | +41.2% | -10.4% | +29.1% |
| 1Y | +54.9% | +60.4% | -5.4% | +52.1% |
| 3Y | +80.7% | +88.4% | -7.8% | +74.9% |
| 5Y | +83.4% | +115.0% | -31.6% | +75.5% |
| All | +83.4% | +116.3% | -32.9% | +75.5% |
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