+115.0%
FCX vs ZBH
-31.2%
+146.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -5.7% |
| 7D | -1.9% | -6.6% | +4.7% | +0.7% |
| 30D | +3.4% | -4.9% | +8.3% | +5.3% |
| 3M | +15.0% | +5.1% | +9.9% | +11.4% |
| 6M | +14.6% | +1.3% | +13.3% | +12.4% |
| YTD | +41.2% | +3.4% | +37.8% | +36.9% |
| 1Y | +60.4% | -8.7% | +69.1% | +62.5% |
| 3Y | +88.4% | -21.2% | +109.6% | +103.2% |
| 5Y | +115.0% | -29.2% | +144.2% | +133.3% |
| All | +115.0% | -31.2% | +146.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling