+11.2%
QCOM vs FCX
+67.8%
-56.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.5% |
| 7D | +0.4% | -4.9% | +5.3% | +2.6% |
| 30D | -6.6% | -17.1% | +10.5% | +0.8% |
| 3M | +3.7% | -12.7% | +16.4% | +9.0% |
| 6M | -13.3% | -2.0% | -11.4% | -12.8% |
| YTD | -1.8% | +18.1% | -19.9% | -10.0% |
| 1Y | -2.5% | +55.2% | -57.7% | -20.0% |
| 3Y | +47.0% | +74.3% | -27.4% | +8.2% |
| All | +11.2% | +67.8% | -56.6% | -14.7% |
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 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