+31.3%
NFLX vs FCX
+112.9%
-81.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -2.3% | +1.2% | -0.7% |
| 30D | +4.3% | +2.7% | +1.6% | +3.3% |
| 3M | -4.8% | +7.4% | -12.2% | -7.2% |
| 6M | -18.4% | +16.0% | -34.5% | -23.3% |
| YTD | -17.4% | +40.9% | -58.4% | -27.2% |
| 1Y | -35.7% | +56.4% | -92.1% | -45.6% |
| 3Y | +73.8% | +84.2% | -10.4% | +31.6% |
| All | +31.3% | +112.9% | -81.5% | -3.8% |
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