+69.1%
ISRG vs FCX
+90.1%
-21.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.9% |
| 7D | +5.4% | -1.0% | +6.4% | +5.6% |
| 30D | +8.6% | -15.2% | +23.9% | +11.6% |
| 3M | +21.6% | -10.3% | +31.9% | +23.1% |
| 6M | +2.3% | +1.6% | +0.8% | +0.1% |
| YTD | -18.7% | +23.9% | -42.5% | -25.0% |
| 1Y | -17.8% | +58.0% | -75.8% | -28.8% |
| 3Y | +69.1% | +94.6% | -25.5% | +33.1% |
| All | +69.1% | +90.1% | -21.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling