+55.4%
FCX vs UNP
+39.6%
+15.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.3% | +4.2% | -4.5% | -2.5% |
| 30D | -14.7% | +5.6% | -20.3% | -17.3% |
| 3M | -11.2% | +2.0% | -13.2% | -12.2% |
| 6M | -11.4% | +15.4% | -26.8% | -19.3% |
| YTD | +17.7% | +32.7% | -15.0% | -3.0% |
| 1Y | +47.5% | +39.4% | +8.1% | +17.4% |
| 3Y | +83.9% | +54.3% | +29.6% | +32.1% |
| All | +55.4% | +39.6% | +15.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 5y: compounded portfolio wealth divided by compounded UNP 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…
5y analysis · Full analysis span regression · 6 months rolling