+572.1%
FCX vs BBIO
+136.9%
+435.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.7% | -1.9% | -5.9% |
| 7D | -1.9% | -3.9% | +2.0% | -1.3% |
| 30D | +3.4% | -13.4% | +16.8% | +5.4% |
| 3M | +15.0% | +7.6% | +7.4% | +13.7% |
| 6M | +14.6% | -2.4% | +17.1% | +14.8% |
| YTD | +41.2% | -5.2% | +46.4% | +41.5% |
| 1Y | +60.4% | +36.9% | +23.5% | +52.8% |
| 3Y | +88.4% | +155.2% | -66.8% | +61.1% |
| 5Y | +115.0% | +44.0% | +71.1% | +64.2% |
| All | +572.1% | +136.9% | +435.2% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling