+84.1%
FCX vs BIYA
-99.8%
+183.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.2% |
| 7D | -4.9% | +1.3% | -6.2% | -4.9% |
| 30D | +4.8% | -21.0% | +25.8% | +4.6% |
| 3M | +4.6% | -74.3% | +78.9% | +3.9% |
| 6M | +10.8% | -84.6% | +95.5% | +11.5% |
| YTD | +44.2% | -94.2% | +138.4% | +45.5% |
| 1Y | +59.6% | -98.2% | +157.8% | +65.1% |
| All | +84.1% | -99.8% | +183.8% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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