+55.4%
FCX vs BIDU
-54.4%
+109.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -0.3% | -4.6% | +4.3% | +1.2% |
| 30D | -14.7% | -4.5% | -10.2% | -13.4% |
| 3M | -11.2% | -25.4% | +14.2% | -2.9% |
| 6M | -11.4% | -48.1% | +36.7% | +8.3% |
| YTD | +17.7% | -40.2% | +57.9% | +36.0% |
| 1Y | +47.5% | -35.2% | +82.7% | +65.5% |
| 3Y | +83.9% | -27.1% | +111.0% | +87.9% |
| All | +55.4% | -54.4% | +109.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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