+115.0%
FCX vs BMRN
-18.8%
+133.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -7.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | +3.4% | -5.8% | +9.2% | +4.8% |
| 3M | +15.0% | +16.6% | -1.6% | +10.3% |
| 6M | +14.6% | +7.6% | +7.1% | +11.8% |
| YTD | +41.2% | +10.2% | +31.0% | +36.5% |
| 1Y | +60.4% | +20.2% | +40.2% | +50.6% |
| 3Y | +88.4% | -27.4% | +115.8% | +98.0% |
| 5Y | +115.0% | -16.0% | +131.0% | +110.4% |
| All | +115.0% | -18.8% | +133.8% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling