+115.8%
FCX vs BBIO
+42.7%
+73.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -3.2% | +0.9% | -2.0% |
| 30D | +2.7% | -13.6% | +16.3% | +4.1% |
| 3M | +7.4% | +7.2% | +0.2% | +6.6% |
| 6M | +16.0% | +1.5% | +14.6% | +15.8% |
| YTD | +40.9% | -5.3% | +46.2% | +41.2% |
| 1Y | +56.4% | +37.7% | +18.7% | +51.6% |
| 3Y | +84.2% | +153.9% | -69.7% | +67.6% |
| All | +115.8% | +42.7% | +73.0% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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