+10,991.2%
QCOM vs FCX
+847.1%
+10,144.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.9% |
| 7D | +0.4% | -4.9% | +5.3% | +1.7% |
| 30D | -6.6% | -17.1% | +10.5% | -2.2% |
| 3M | +3.7% | -12.7% | +16.4% | +7.0% |
| 6M | -13.3% | -2.0% | -11.4% | -12.9% |
| YTD | -1.8% | +18.1% | -19.9% | -6.4% |
| 1Y | -2.5% | +55.2% | -57.7% | -12.9% |
| 3Y | +47.0% | +74.3% | -27.4% | +25.2% |
| 5Y | +13.1% | +71.9% | -58.8% | -5.0% |
| 10Y | +224.7% | +498.4% | -273.7% | +89.9% |
| All | +10,991.2% | +847.1% | +10,144.1% | +4,137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling