+60.3%
FCX vs BLK
+17.9%
+42.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | -1.8% |
| 7D | -6.0% | +5.7% | -11.7% | -9.0% |
| 30D | -13.6% | +14.8% | -28.4% | -20.3% |
| 3M | -6.8% | +8.8% | -15.6% | -11.5% |
| 6M | +13.2% | +17.6% | -4.4% | +2.1% |
| YTD | +24.4% | +16.3% | +8.1% | +7.4% |
| 1Y | +60.3% | +18.0% | +42.3% | +36.5% |
| All | +60.3% | +17.9% | +42.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling