+1,218.0%
FCX vs BNS
+1,492.9%
-274.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.5% |
| 7D | -4.9% | +1.5% | -6.4% | -6.5% |
| 30D | +4.8% | +6.0% | -1.1% | -2.1% |
| 3M | +4.6% | +16.3% | -11.7% | -11.7% |
| 6M | +10.8% | +28.8% | -17.9% | -15.7% |
| YTD | +44.2% | +30.0% | +14.3% | +8.3% |
| 1Y | +59.6% | +50.7% | +8.9% | +2.0% |
| 3Y | +82.2% | +125.4% | -43.1% | -25.7% |
| 5Y | +115.6% | +94.2% | +21.4% | +4.5% |
| 10Y | +670.6% | +182.8% | +487.7% | +158.8% |
| All | +1,218.0% | +1,492.9% | -274.9% | -10.9% |
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