+810.5%
FCX vs BMY
+1,096.5%
-285.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | -0.3% | +2.1% | -2.4% | -0.9% |
| 30D | -14.7% | +7.0% | -21.7% | -16.6% |
| 3M | -11.2% | -0.9% | -10.3% | -11.3% |
| 6M | -11.4% | +14.9% | -26.3% | -15.9% |
| YTD | +17.7% | +22.8% | -5.1% | +9.1% |
| 1Y | +47.5% | +36.2% | +11.3% | +32.3% |
| 3Y | +83.9% | +45.7% | +38.2% | +57.7% |
| 5Y | +54.0% | +31.3% | +22.7% | +35.5% |
| 10Y | +372.9% | +60.6% | +312.3% | +290.3% |
| All | +810.5% | +1,096.5% | -285.9% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling