+612.2%
FCX vs BMY
+63.7%
+548.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -4.8% | +2.5% | -0.5% |
| 30D | +2.7% | -0.1% | +2.8% | +2.6% |
| 3M | +7.4% | +13.1% | -5.7% | +1.7% |
| 6M | +16.0% | +8.4% | +7.6% | +11.4% |
| YTD | +40.9% | +22.0% | +19.0% | +28.5% |
| 1Y | +56.4% | +40.3% | +16.1% | +34.1% |
| 3Y | +84.2% | +20.5% | +63.7% | +64.0% |
| 5Y | +114.6% | +23.7% | +90.9% | +85.2% |
| All | +612.2% | +63.7% | +548.5% | +431.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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