+1,015.5%
FCX vs BIIB
+22,452.8%
-21,437.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | -4.9% | +1.1% | -5.9% | -5.0% |
| 30D | +4.8% | +6.9% | -2.1% | +3.7% |
| 3M | +4.6% | +12.4% | -7.8% | +2.4% |
| 6M | +10.8% | +16.3% | -5.4% | +7.7% |
| YTD | +44.2% | +25.5% | +18.7% | +38.0% |
| 1Y | +59.6% | +57.8% | +1.8% | +46.9% |
| 3Y | +82.2% | -17.3% | +99.6% | +84.8% |
| 5Y | +115.6% | -33.8% | +149.4% | +123.0% |
| 10Y | +670.6% | -29.6% | +700.1% | +639.1% |
| All | +1,015.5% | +22,452.8% | -21,437.4% | +477.8% |
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