+263.7%
QCOM vs FCX
+701.1%
-437.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.2% | +1.5% |
| 7D | +5.1% | +5.7% | -0.7% | +3.2% |
| 30D | +4.3% | +10.1% | -5.8% | +0.8% |
| 3M | -19.6% | +20.2% | -39.8% | -24.5% |
| 6M | +29.5% | +29.7% | -0.2% | +18.0% |
| YTD | +3.4% | +51.9% | -48.6% | -11.1% |
| 1Y | +10.9% | +66.0% | -55.1% | -8.4% |
| 3Y | +74.8% | +102.7% | -28.0% | +32.1% |
| 5Y | +36.2% | +138.9% | -102.7% | -4.9% |
| 10Y | +263.7% | +701.1% | -437.3% | +62.9% |
| All | +263.7% | +701.1% | -437.3% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling