+84.2%
FCX vs BDX
-10.0%
+94.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.5% |
| 30D | +2.7% | -2.5% | +5.2% | +3.4% |
| 3M | +7.4% | +21.4% | -14.0% | +1.3% |
| 6M | +16.0% | +10.4% | +5.6% | +13.0% |
| YTD | +40.9% | +18.8% | +22.1% | +33.9% |
| 1Y | +56.4% | +21.7% | +34.7% | +47.4% |
| 3Y | +84.2% | -10.0% | +94.2% | +87.0% |
| All | +84.2% | -10.0% | +94.2% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling