+975.9%
FCX vs BNS
+1,485.2%
-509.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.3% | +0.9% | -1.2% | -1.2% |
| 30D | -14.7% | +2.8% | -17.5% | -17.0% |
| 3M | -11.2% | +3.0% | -14.2% | -14.6% |
| 6M | -11.4% | +23.3% | -34.7% | -29.8% |
| YTD | +17.7% | +29.3% | -11.6% | -11.2% |
| 1Y | +47.5% | +41.7% | +5.8% | +0.7% |
| 3Y | +83.9% | +147.7% | -63.8% | -32.2% |
| 5Y | +54.0% | +79.4% | -25.4% | -18.9% |
| 10Y | +372.9% | +188.5% | +184.4% | +55.0% |
| All | +975.9% | +1,485.2% | -509.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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