+48.4%
QCOM vs FCX
+82.9%
-34.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | -0.1% | -14.7% | +14.6% | +6.4% |
| 3M | +5.2% | -11.2% | +16.4% | +9.8% |
| 6M | -18.4% | -11.4% | -7.0% | -14.8% |
| YTD | +2.4% | +17.7% | -15.3% | -5.4% |
| 1Y | +0.9% | +47.5% | -46.6% | -14.6% |
| 3Y | +48.4% | +83.9% | -35.5% | +16.7% |
| All | +48.4% | +82.9% | -34.5% | +16.7% |
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