+1,314.4%
FCX vs BMRN
+393.4%
+921.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | +2.7% | -6.5% | +9.2% | +4.0% |
| 3M | +7.4% | +18.3% | -10.9% | +3.4% |
| 6M | +16.0% | +8.9% | +7.1% | +13.2% |
| YTD | +40.9% | +10.5% | +30.4% | +36.9% |
| 1Y | +56.4% | +17.5% | +39.0% | +49.4% |
| 3Y | +84.2% | -27.7% | +111.9% | +91.0% |
| 5Y | +114.6% | -15.8% | +130.4% | +113.6% |
| 10Y | +668.4% | -30.1% | +698.5% | +670.6% |
| All | +1,314.4% | +393.4% | +921.1% | +907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling