+230.9%
QCOM vs FCX
+437.2%
-206.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.0% |
| 7D | +5.8% | -1.0% | +6.8% | +6.3% |
| 30D | -2.3% | -15.2% | +12.9% | +3.4% |
| 3M | +2.7% | -10.3% | +13.0% | +6.2% |
| 6M | -21.0% | +1.6% | -22.6% | -21.5% |
| YTD | +1.8% | +23.9% | -22.1% | -6.5% |
| 1Y | +2.4% | +58.0% | -55.6% | -13.2% |
| 3Y | +52.1% | +94.6% | -42.4% | +16.4% |
| 5Y | +14.6% | +70.4% | -55.7% | -11.0% |
| 10Y | +230.9% | +430.7% | -199.8% | +59.1% |
| All | +230.9% | +437.2% | -206.4% | +59.1% |
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