+56.4%
FCX vs BDX
+22.7%
+33.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | +2.7% | -2.5% | +5.2% | +3.2% |
| 3M | +7.4% | +21.4% | -14.0% | +2.8% |
| 6M | +16.0% | +10.4% | +5.6% | +17.4% |
| YTD | +40.9% | +18.8% | +22.1% | +36.5% |
| 1Y | +56.4% | +21.7% | +34.7% | +52.8% |
| All | +56.4% | +22.7% | +33.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling