+1,015.5%
FCX vs BN
+14,196.4%
-13,180.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | -2.5% | -2.4% | -3.1% |
| 30D | +4.8% | -9.5% | +14.3% | +12.6% |
| 3M | +4.6% | -10.4% | +15.0% | +13.3% |
| 6M | +10.8% | -6.4% | +17.2% | +16.3% |
| YTD | +44.2% | -11.9% | +56.1% | +56.6% |
| 1Y | +59.6% | -8.6% | +68.2% | +69.0% |
| 3Y | +82.2% | +77.6% | +4.7% | +15.5% |
| 5Y | +115.6% | +37.0% | +78.6% | +63.7% |
| 10Y | +670.6% | +266.4% | +404.2% | +190.3% |
| All | +1,015.5% | +14,196.4% | -13,180.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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