+810.5%
FCX vs BIIB
+25,779.1%
-24,968.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | -14.7% | +8.8% | -23.6% | -15.9% |
| 3M | -11.2% | +20.3% | -31.5% | -13.9% |
| 6M | -11.4% | +23.9% | -35.3% | -14.9% |
| YTD | +17.7% | +44.0% | -26.3% | +10.0% |
| 1Y | +47.5% | +53.8% | -6.3% | +36.3% |
| 3Y | +83.9% | +13.8% | +70.0% | +77.1% |
| 5Y | +54.0% | -6.3% | +60.3% | +50.8% |
| 10Y | +372.9% | -20.6% | +393.5% | +344.1% |
| All | +810.5% | +25,779.1% | -24,968.6% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling