-21.9%
ISRG vs FCX
+49.2%
-71.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.1% |
| 7D | +2.1% | -2.4% | +4.5% | +2.2% |
| 30D | +6.2% | -18.0% | +24.1% | +6.9% |
| 3M | +14.4% | -14.3% | +28.7% | +14.8% |
| 6M | 0.0% | -1.7% | +1.7% | -1.3% |
| YTD | -20.5% | +19.8% | -40.4% | -26.1% |
| 1Y | -21.9% | +48.6% | -70.5% | -33.1% |
| All | -21.9% | +49.2% | -71.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling