+20.2%
FCX vs BLK
+9.9%
+10.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +6.0% |
| 7D | +5.7% | -2.4% | +8.1% | +6.6% |
| 30D | +10.1% | -3.1% | +13.2% | +11.1% |
| 3M | +20.2% | +10.7% | +9.5% | +10.3% |
| All | +20.2% | +9.9% | +10.3% | +10.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling