+55.4%
FCX vs BB
-17.6%
+72.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -0.3% | +1.8% | -2.1% | -0.7% |
| 30D | -14.7% | +8.1% | -22.9% | -16.6% |
| 3M | -11.2% | -1.0% | -10.2% | -11.9% |
| 6M | -11.4% | +45.9% | -57.3% | -22.0% |
| YTD | +17.7% | +134.8% | -117.1% | -9.5% |
| 1Y | +47.5% | +104.6% | -57.1% | +17.0% |
| 3Y | +83.9% | +152.8% | -69.0% | +28.1% |
| All | +55.4% | -17.6% | +72.9% | +52.7% |
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