+1,415.1%
FCX vs JBLU
-59.3%
+1,474.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +6.0% |
| 7D | +5.7% | +1.1% | +4.6% | +5.4% |
| 30D | +10.1% | -25.5% | +35.6% | +19.0% |
| 3M | +20.2% | -5.0% | +25.2% | +20.1% |
| 6M | +29.7% | +0.7% | +29.0% | +25.2% |
| YTD | +51.9% | -0.7% | +52.6% | +45.2% |
| 1Y | +66.0% | -12.7% | +78.7% | +63.3% |
| 3Y | +102.7% | -12.7% | +115.5% | +73.4% |
| 5Y | +138.9% | -69.3% | +208.1% | +168.0% |
| 10Y | +701.1% | -73.0% | +774.1% | +766.0% |
| All | +1,415.1% | -59.3% | +1,474.4% | +975.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling