+55.4%
FCX vs BMY
+30.5%
+24.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -0.3% | +2.1% | -2.4% | -0.7% |
| 30D | -14.7% | +7.0% | -21.7% | -15.8% |
| 3M | -11.2% | -0.9% | -10.3% | -11.1% |
| 6M | -11.4% | +14.9% | -26.3% | -14.2% |
| YTD | +17.7% | +22.8% | -5.1% | +12.3% |
| 1Y | +47.5% | +36.2% | +11.3% | +37.4% |
| 3Y | +83.9% | +45.7% | +38.2% | +65.9% |
| All | +55.4% | +30.5% | +24.9% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling