+7.9%
QCOM vs FCX
+60.8%
-52.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | -4.9% | +8.2% | +4.9% |
| 30D | +7.7% | +4.8% | +2.9% | +5.8% |
| 3M | -30.1% | +4.6% | -34.7% | -31.4% |
| 6M | +22.8% | +10.8% | +12.0% | +17.7% |
| YTD | +0.2% | +44.2% | -44.0% | -8.4% |
| 1Y | +7.9% | +59.6% | -51.7% | -5.4% |
| All | +7.9% | +60.8% | -52.9% | -5.4% |
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