+2,220.9%
FCX vs BB
+258.8%
+1,962.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | -5.6% | +0.8% | -3.9% |
| 30D | +4.8% | -11.8% | +16.6% | +6.8% |
| 3M | +4.6% | -25.5% | +30.1% | +8.9% |
| 6M | +10.8% | +121.3% | -110.4% | -5.1% |
| YTD | +44.2% | +103.2% | -58.9% | +25.2% |
| 1Y | +59.6% | +102.6% | -43.1% | +37.8% |
| 3Y | +82.2% | +37.5% | +44.7% | +60.9% |
| 5Y | +115.6% | -30.4% | +146.1% | +107.3% |
| 10Y | +670.6% | 0.0% | +670.6% | +503.5% |
| All | +2,220.9% | +258.8% | +1,962.1% | +1,951.0% |
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