+612.2%
FCX vs ZBH
-16.2%
+628.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -2.3% | -4.7% | +2.4% | +0.3% |
| 30D | +2.7% | -4.5% | +7.2% | +5.2% |
| 3M | +7.4% | +7.6% | -0.2% | +1.2% |
| 6M | +16.0% | +0.3% | +15.7% | +13.3% |
| YTD | +40.9% | +4.5% | +36.4% | +33.3% |
| 1Y | +56.4% | -9.4% | +65.8% | +59.0% |
| 3Y | +84.2% | -21.5% | +105.7% | +99.5% |
| 5Y | +114.6% | -28.4% | +143.0% | +142.5% |
| All | +612.2% | -16.2% | +628.4% | +537.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling