+472.7%
FCX vs BIDU
+1,407.1%
-934.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.8% | -1.4% |
| 7D | -4.9% | +2.4% | -7.3% | -5.8% |
| 30D | +4.8% | -10.5% | +15.3% | +9.1% |
| 3M | +4.6% | -26.2% | +30.8% | +16.9% |
| 6M | +10.8% | -16.4% | +27.2% | +16.9% |
| YTD | +44.2% | -23.9% | +68.1% | +56.6% |
| 1Y | +59.6% | +1.3% | +58.3% | +49.9% |
| 3Y | +82.2% | -32.1% | +114.3% | +94.3% |
| 5Y | +115.6% | -39.0% | +154.6% | +115.8% |
| 10Y | +670.6% | -44.0% | +714.6% | +641.3% |
| All | +472.7% | +1,407.1% | -934.5% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling