+16.1%
JPM vs FCX
+58.1%
-42.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +4.0% |
| 7D | +3.8% | -6.0% | +9.8% | +4.6% |
| 30D | +6.5% | -13.6% | +20.1% | +8.4% |
| 3M | -1.0% | -6.8% | +5.8% | -0.7% |
| 6M | +15.5% | +13.2% | +2.4% | +11.0% |
| YTD | +11.4% | +24.4% | -13.0% | -1.3% |
| 1Y | +16.1% | +60.3% | -44.2% | -7.9% |
| All | +16.1% | +58.1% | -42.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling