+60.3%
FCX vs BX
-8.3%
+68.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | -0.4% |
| 7D | -6.0% | +8.3% | -14.3% | -8.1% |
| 30D | -13.6% | +13.5% | -27.1% | -16.8% |
| 3M | -6.8% | -7.6% | +0.8% | -4.2% |
| 6M | +13.2% | +4.0% | +9.1% | +11.7% |
| YTD | +24.4% | -15.2% | +39.6% | +26.3% |
| 1Y | +60.3% | -8.5% | +68.8% | +54.1% |
| All | +60.3% | -8.3% | +68.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling