+2,151.5%
FCX vs ZBH
+272.6%
+1,878.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.3% | +7.6% |
| 7D | +5.7% | -5.2% | +10.9% | +8.9% |
| 30D | +10.1% | -2.4% | +12.5% | +11.3% |
| 3M | +20.2% | +8.3% | +11.9% | +12.8% |
| 6M | +29.7% | +0.7% | +29.0% | +26.1% |
| YTD | +51.9% | +5.3% | +46.6% | +43.2% |
| 1Y | +66.0% | -9.1% | +75.0% | +68.0% |
| 3Y | +102.7% | -19.7% | +122.4% | +114.7% |
| 5Y | +138.9% | -31.3% | +170.1% | +174.1% |
| 10Y | +701.1% | -18.9% | +720.0% | +704.9% |
| All | +2,151.5% | +272.6% | +1,878.9% | +1,143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling