+22,612.5%
ISRG vs FCX
+2,227.8%
+20,384.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.6% |
| 7D | +5.4% | -1.0% | +6.4% | +5.6% |
| 30D | +8.6% | -15.2% | +23.9% | +12.6% |
| 3M | +21.6% | -10.3% | +31.9% | +23.7% |
| 6M | +2.3% | +1.6% | +0.8% | +0.1% |
| YTD | -18.7% | +23.9% | -42.5% | -24.9% |
| 1Y | -17.8% | +58.0% | -75.8% | -28.3% |
| 3Y | +69.1% | +94.6% | -25.5% | +35.8% |
| 5Y | +26.5% | +70.4% | -43.9% | +2.1% |
| 10Y | +536.3% | +430.7% | +105.6% | +251.6% |
| All | +22,612.5% | +2,227.8% | +20,384.7% | +8,483.0% |
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