+134.6%
FCX vs BIIB
-34.6%
+169.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +3.1% | -5.4% | +8.5% | +4.5% |
| 30D | +8.1% | +1.7% | +6.4% | +7.5% |
| 3M | +18.9% | +5.8% | +13.1% | +16.3% |
| 6M | +26.6% | +11.9% | +14.7% | +21.5% |
| YTD | +51.2% | +19.7% | +31.4% | +41.3% |
| 1Y | +75.6% | +46.7% | +28.8% | +53.5% |
| 3Y | +101.7% | -18.6% | +120.3% | +104.2% |
| 5Y | +134.6% | -29.8% | +164.4% | +150.3% |
| All | +134.6% | -34.6% | +169.2% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling