+1,479.4%
FCX vs BLK
+12,905.6%
-11,426.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.8% |
| 7D | +3.1% | -2.7% | +5.8% | +4.6% |
| 30D | +8.1% | -4.8% | +12.9% | +11.0% |
| 3M | +18.9% | +6.5% | +12.5% | +14.0% |
| 6M | +26.6% | +13.1% | +13.5% | +17.3% |
| YTD | +51.2% | +1.8% | +49.4% | +48.2% |
| 1Y | +75.6% | -1.0% | +76.5% | +74.8% |
| 3Y | +101.7% | +66.0% | +35.8% | +48.9% |
| 5Y | +134.6% | +31.2% | +103.4% | +97.5% |
| 10Y | +724.2% | +278.5% | +445.6% | +302.2% |
| All | +1,479.4% | +12,905.6% | -11,426.2% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling