+612.2%
FCX vs BMRN
-29.6%
+641.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | +2.7% | -6.5% | +9.2% | +4.9% |
| 3M | +7.4% | +18.3% | -10.9% | +0.7% |
| 6M | +16.0% | +8.9% | +7.1% | +11.3% |
| YTD | +40.9% | +10.5% | +30.4% | +34.0% |
| 1Y | +56.4% | +17.5% | +39.0% | +44.2% |
| 3Y | +84.2% | -27.7% | +111.9% | +95.9% |
| 5Y | +114.6% | -15.8% | +130.4% | +108.4% |
| All | +612.2% | -29.6% | +641.8% | +543.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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