+91.7%
BKNG vs FCX
+113.3%
-21.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +2.0% |
| 7D | -10.7% | -1.9% | -8.8% | -10.5% |
| 30D | -18.1% | +3.4% | -21.5% | -19.0% |
| 3M | +8.5% | +15.0% | -6.5% | +4.1% |
| 6M | -0.1% | +14.6% | -14.7% | -5.2% |
| YTD | -18.2% | +41.2% | -59.4% | -27.4% |
| 1Y | -19.9% | +60.4% | -80.2% | -32.1% |
| 3Y | +41.6% | +88.4% | -46.8% | +8.2% |
| All | +91.7% | +113.3% | -21.6% | +34.4% |
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