+134.6%
FCX vs BB
-25.5%
+160.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +3.1% | +1.8% | +1.3% | +2.6% |
| 30D | +8.1% | -12.2% | +20.3% | +11.3% |
| 3M | +18.9% | -12.3% | +31.3% | +20.8% |
| 6M | +26.6% | +122.7% | -96.1% | -1.1% |
| YTD | +51.2% | +104.5% | -53.3% | +20.6% |
| 1Y | +75.6% | +106.7% | -31.1% | +38.1% |
| 3Y | +101.7% | +70.0% | +31.8% | +56.3% |
| 5Y | +134.6% | -27.8% | +162.4% | +136.4% |
| All | +134.6% | -25.5% | +160.1% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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