+1,075.1%
FCX vs BDX
+2,549.6%
-1,474.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +6.5% |
| 7D | +5.7% | -4.3% | +10.0% | +7.4% |
| 30D | +10.1% | +1.3% | +8.8% | +9.5% |
| 3M | +20.2% | +20.2% | -0.1% | +11.4% |
| 6M | +29.7% | +8.6% | +21.1% | +24.6% |
| YTD | +51.9% | +19.0% | +33.0% | +40.9% |
| 1Y | +66.0% | +21.2% | +44.8% | +52.8% |
| 3Y | +102.7% | -9.7% | +112.5% | +104.6% |
| 5Y | +138.9% | -3.4% | +142.3% | +134.1% |
| 10Y | +701.1% | +53.9% | +647.2% | +557.5% |
| All | +1,075.1% | +2,549.6% | -1,474.4% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling