+17,983.8%
ISRG vs FCX
+2,610.3%
+15,373.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -1.6% | -4.9% | +3.3% | -0.5% |
| 30D | -2.3% | +4.8% | -7.1% | -3.5% |
| 3M | -12.4% | +4.6% | -17.1% | -14.2% |
| 6M | -26.8% | +10.8% | -37.7% | -29.9% |
| YTD | -35.3% | +44.2% | -79.5% | -42.0% |
| 1Y | -19.3% | +59.6% | -78.9% | -30.0% |
| 3Y | +18.1% | +82.2% | -64.1% | -3.2% |
| 5Y | +2.6% | +115.6% | -113.0% | -21.6% |
| 10Y | +379.4% | +670.6% | -291.1% | +143.3% |
| All | +17,983.8% | +2,610.3% | +15,373.5% | +6,533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling