+97.6%
FCX vs BMRN
-28.6%
+126.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.1% | -3.8% | +6.9% | +3.7% |
| 30D | +8.1% | -6.5% | +14.6% | +9.2% |
| 3M | +18.9% | +11.2% | +7.7% | +16.7% |
| 6M | +26.6% | +5.8% | +20.8% | +24.9% |
| YTD | +51.2% | +8.4% | +42.8% | +48.2% |
| 1Y | +75.6% | +15.7% | +59.9% | +69.4% |
| All | +97.6% | -28.6% | +126.2% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling