+70.7%
NFLX vs FCX
+96.2%
-25.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -8.1% | +3.1% | -11.2% | -8.5% |
| 30D | -0.3% | +8.1% | -8.5% | -1.4% |
| 3M | -6.6% | +18.9% | -25.5% | -8.9% |
| 6M | -22.7% | +26.6% | -49.3% | -26.0% |
| YTD | -18.9% | +51.2% | -70.1% | -25.4% |
| 1Y | -39.8% | +75.6% | -115.4% | -46.6% |
| All | +70.7% | +96.2% | -25.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling