-13.6%
BKNG vs FCX
+58.1%
-71.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.8% |
| 7D | +15.6% | -6.0% | +21.6% | +15.6% |
| 30D | +8.0% | -13.6% | +21.6% | +8.0% |
| 3M | -11.8% | -6.8% | -5.0% | -11.8% |
| 6M | +3.8% | +13.2% | -9.4% | +2.7% |
| YTD | -19.6% | +24.4% | -44.0% | -23.0% |
| 1Y | -13.6% | +60.3% | -73.9% | -22.6% |
| All | -13.6% | +58.1% | -71.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling