+790.5%
BKNG vs FCX
+2,529.0%
-1,738.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -13.1% | +3.1% | -16.2% | -13.8% |
| 30D | -18.5% | +8.1% | -26.6% | -20.2% |
| 3M | +5.8% | +18.9% | -13.2% | +0.7% |
| 6M | -2.1% | +26.6% | -28.7% | -9.1% |
| YTD | -18.6% | +51.2% | -69.8% | -28.0% |
| 1Y | -21.7% | +75.6% | -97.2% | -33.8% |
| 3Y | +40.9% | +101.7% | -60.8% | +11.9% |
| 5Y | +91.0% | +134.6% | -43.7% | +42.4% |
| 10Y | +213.2% | +724.2% | -511.0% | +59.9% |
| All | +790.5% | +2,529.0% | -1,738.6% | +513.4% |
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 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