+370.1%
ISRG vs FCX
+707.6%
-337.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -5.0% | +3.1% | -8.1% | -5.8% |
| 30D | -10.2% | +8.1% | -18.3% | -12.2% |
| 3M | -17.2% | +18.9% | -36.1% | -21.4% |
| 6M | -28.4% | +26.6% | -55.0% | -33.9% |
| YTD | -37.6% | +51.2% | -88.8% | -45.4% |
| 1Y | -24.4% | +75.6% | -100.0% | -37.0% |
| 3Y | +18.4% | +101.7% | -83.3% | -7.9% |
| 5Y | -1.0% | +134.6% | -135.6% | -28.4% |
| 10Y | +370.1% | +724.1% | -354.0% | +123.4% |
| All | +370.1% | +707.6% | -337.5% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling