+135.8%
FCX vs BMY
+23.2%
+112.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.5% | +6.0% |
| 7D | +5.7% | -3.3% | +9.1% | +6.4% |
| 30D | +10.1% | 0.0% | +10.1% | +10.0% |
| 3M | +20.2% | +17.7% | +2.5% | +15.9% |
| 6M | +29.7% | +9.6% | +20.0% | +26.8% |
| YTD | +51.9% | +24.0% | +28.0% | +44.3% |
| 1Y | +66.0% | +45.1% | +20.9% | +51.8% |
| 3Y | +102.7% | +22.5% | +80.3% | +94.1% |
| All | +135.8% | +23.2% | +112.6% | +137.7% |
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