+84.6%
FCX vs JBLU
-15.9%
+100.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -1.9% | -4.8% | +2.9% | -1.0% |
| 30D | +3.4% | -24.4% | +27.8% | +8.5% |
| 3M | +15.0% | -4.8% | +19.8% | +14.9% |
| 6M | +14.6% | -0.5% | +15.1% | +12.2% |
| YTD | +41.2% | -3.5% | +44.7% | +37.5% |
| 1Y | +60.4% | -13.6% | +74.0% | +58.6% |
| All | +84.6% | -15.9% | +100.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 3y: compounded portfolio wealth divided by compounded JBLU 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…
3y analysis · Full analysis span regression · 6 months rolling