+14.6%
FCX vs SYK
-25.5%
+40.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -6.8% |
| 7D | -1.9% | -12.3% | +10.5% | -3.1% |
| 30D | +3.4% | -22.4% | +25.8% | +1.4% |
| 3M | +15.0% | -12.3% | +27.3% | +12.5% |
| 6M | +14.6% | -24.3% | +39.0% | +29.8% |
| All | +14.6% | -25.5% | +40.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 6mo: compounded portfolio wealth divided by compounded SYK 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…
6mo analysis · Full analysis span regression · 6 months rolling