+115.0%
FCX vs BX
+14.6%
+100.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.7% | -5.2% |
| 7D | -1.9% | -8.9% | +7.1% | +2.6% |
| 30D | +3.4% | -14.8% | +18.2% | +11.5% |
| 3M | +15.0% | +6.9% | +8.1% | +10.7% |
| 6M | +14.6% | +16.3% | -1.6% | +5.4% |
| YTD | +41.2% | -16.1% | +57.3% | +50.9% |
| 1Y | +60.4% | -26.8% | +87.2% | +83.6% |
| 3Y | +88.4% | +22.4% | +66.0% | +62.9% |
| 5Y | +115.0% | +16.0% | +99.0% | +83.6% |
| All | +115.0% | +14.6% | +100.5% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling