-2.8%
BSX vs FCX
+112.9%
-115.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | -2.3% | -7.8% | -9.8% |
| 30D | -16.4% | +2.7% | -19.1% | -16.8% |
| 3M | -8.9% | +7.4% | -16.3% | -10.2% |
| 6M | -38.3% | +16.0% | -54.3% | -40.4% |
| YTD | -54.9% | +40.9% | -95.9% | -58.0% |
| 1Y | -58.8% | +56.4% | -115.2% | -62.5% |
| 3Y | -21.2% | +84.2% | -105.4% | -32.9% |
| All | -2.8% | +112.9% | -115.7% | -21.5% |
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