+992.2%
FCX vs SYK
+6,368.6%
-5,376.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.8% |
| 7D | -1.9% | -12.3% | +10.5% | +3.4% |
| 30D | +3.4% | -22.4% | +25.8% | +14.7% |
| 3M | +15.0% | -12.3% | +27.3% | +19.4% |
| 6M | +14.6% | -24.3% | +39.0% | +26.4% |
| YTD | +41.2% | -22.8% | +64.0% | +53.6% |
| 1Y | +60.4% | -28.8% | +89.2% | +80.6% |
| 3Y | +88.4% | -4.0% | +92.4% | +84.6% |
| 5Y | +115.0% | +3.8% | +111.2% | +103.0% |
| 10Y | +669.9% | +172.8% | +497.1% | +405.6% |
| All | +992.2% | +6,368.6% | -5,376.4% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling