+60.3%
FCX vs ZBH
+11.3%
+49.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.5% | -12.1% | +0.9% |
| 7D | -6.0% | +14.3% | -20.3% | -6.4% |
| 30D | -13.6% | +20.3% | -33.9% | -14.0% |
| 3M | -6.8% | +15.3% | -22.1% | -7.3% |
| 6M | +13.2% | +33.9% | -20.8% | +10.4% |
| YTD | +24.4% | +23.5% | +0.9% | +24.8% |
| 1Y | +60.3% | +7.9% | +52.4% | +60.0% |
| All | +60.3% | +11.3% | +49.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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