+115.8%
FCX vs BNY
+256.6%
-140.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.3% |
| 30D | +2.7% | -0.2% | +2.8% | +2.6% |
| 3M | +7.4% | +14.9% | -7.5% | -4.5% |
| 6M | +16.0% | +40.0% | -24.0% | -12.0% |
| YTD | +40.9% | +42.0% | -1.0% | +5.2% |
| 1Y | +56.4% | +56.9% | -0.4% | +7.7% |
| 3Y | +84.2% | +289.9% | -205.7% | -40.6% |
| All | +115.8% | +256.6% | -140.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 5y: compounded portfolio wealth divided by compounded BNY 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…
5y analysis · Full analysis span regression · 6 months rolling