+3,412.9%
JNJ vs FCX
+1,118.7%
+2,294.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.6% | -2.6% |
| 7D | -0.8% | +5.7% | -6.5% | -1.2% |
| 30D | +4.3% | +10.1% | -5.7% | +3.5% |
| 3M | +16.5% | +20.2% | -3.7% | +14.5% |
| 6M | +13.1% | +29.7% | -16.5% | +10.2% |
| YTD | +32.1% | +51.9% | -19.8% | +26.9% |
| 1Y | +54.5% | +66.0% | -11.5% | +46.9% |
| 3Y | +82.5% | +102.7% | -20.2% | +68.5% |
| 5Y | +80.0% | +138.9% | -58.8% | +61.0% |
| 10Y | +195.7% | +701.1% | -505.4% | +127.5% |
| All | +3,412.9% | +1,118.7% | +2,294.2% | +2,355.1% |
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