+97.6%
FCX vs BMY
+22.1%
+75.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +3.1% | -4.8% | +7.9% | +3.8% |
| 30D | +8.1% | -0.7% | +8.8% | +8.1% |
| 3M | +18.9% | +15.3% | +3.6% | +16.4% |
| 6M | +26.6% | +8.5% | +18.1% | +24.9% |
| YTD | +51.2% | +23.4% | +27.7% | +46.0% |
| 1Y | +75.6% | +42.9% | +32.6% | +65.3% |
| All | +97.6% | +22.1% | +75.5% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling