+154.6%
JPM vs FCX
+116.3%
+38.3%
-38.8%
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% | +1.1% |
| 7D | -2.3% | -1.9% | -0.5% | -2.1% |
| 30D | -2.3% | +3.4% | -5.7% | -3.4% |
| 3M | +14.9% | +15.0% | -0.1% | +10.5% |
| 6M | +23.6% | +14.6% | +9.0% | +17.8% |
| YTD | +11.3% | +41.2% | -29.9% | +0.3% |
| 1Y | +19.9% | +60.4% | -40.5% | +4.0% |
| 3Y | +162.6% | +88.4% | +74.2% | +109.5% |
| 5Y | +154.6% | +115.0% | +39.6% | +89.5% |
| All | +154.6% | +116.3% | +38.3% | +89.5% |
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