+1,015.5%
FCX vs BAX
+453.3%
+562.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -4.9% | -1.1% | -3.7% | -4.5% |
| 30D | +4.8% | -5.5% | +10.3% | +6.8% |
| 3M | +4.6% | +33.5% | -28.9% | -6.6% |
| 6M | +10.8% | +35.9% | -25.0% | -1.9% |
| YTD | +44.2% | +35.4% | +8.9% | +26.3% |
| 1Y | +59.6% | +9.8% | +49.8% | +49.6% |
| 3Y | +82.2% | -32.7% | +115.0% | +97.7% |
| 5Y | +115.6% | -65.6% | +181.2% | +193.4% |
| 10Y | +670.6% | -34.9% | +705.5% | +742.6% |
| All | +1,015.5% | +453.3% | +562.2% | +785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling