+613.6%
FCX vs BIIB
-26.8%
+640.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.2% | -8.8% | -7.0% |
| 7D | -1.9% | -4.0% | +2.2% | -1.2% |
| 30D | +3.4% | +5.7% | -2.3% | +2.2% |
| 3M | +15.0% | +10.9% | +4.1% | +12.1% |
| 6M | +14.6% | +14.3% | +0.3% | +10.8% |
| YTD | +41.2% | +22.4% | +18.8% | +34.1% |
| 1Y | +60.4% | +51.1% | +9.3% | +45.6% |
| 3Y | +88.4% | -16.8% | +105.2% | +89.9% |
| 5Y | +115.0% | -28.1% | +143.2% | +118.4% |
| All | +613.6% | -26.8% | +640.4% | +569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling