+47.5%
FCX vs BAX
+38.8%
+8.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +4.1% | -18.8% | -15.4% |
| 3M | -11.2% | -4.5% | -6.6% | -10.5% |
| 6M | -11.4% | +49.2% | -60.6% | -20.2% |
| YTD | +17.7% | +35.2% | -17.5% | +7.6% |
| 1Y | +47.5% | +38.3% | +9.2% | +33.6% |
| All | +47.5% | +38.8% | +8.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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