+97.6%
FCX vs ZBH
-19.7%
+117.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +3.1% | -4.9% | +8.0% | +4.2% |
| 30D | +8.1% | -3.2% | +11.4% | +8.7% |
| 3M | +18.9% | +5.8% | +13.1% | +16.5% |
| 6M | +26.6% | +2.0% | +24.6% | +25.2% |
| YTD | +51.2% | +5.8% | +45.4% | +47.9% |
| 1Y | +75.6% | -7.9% | +83.5% | +77.5% |
| All | +97.6% | -19.7% | +117.3% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling