+1,886.6%
FCX vs BB
+338.1%
+1,548.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.5% |
| 7D | -0.8% | +7.3% | -8.1% | -1.9% |
| 30D | -15.1% | +11.2% | -26.3% | -16.8% |
| 3M | -9.6% | +4.7% | -14.3% | -11.0% |
| 6M | -3.1% | +51.1% | -54.2% | -11.4% |
| YTD | +23.4% | +148.0% | -124.6% | +3.1% |
| 1Y | +52.7% | +106.1% | -53.5% | +31.3% |
| 3Y | +91.4% | +158.2% | -66.8% | +52.2% |
| 5Y | +62.7% | -10.8% | +73.6% | +49.7% |
| 10Y | +395.9% | +29.3% | +366.6% | +270.0% |
| All | +1,886.6% | +338.1% | +1,548.6% | +1,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling