+228.4%
UNH vs FCX
+688.3%
-459.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | -2.3% | -2.3% | -4.3% |
| 30D | -6.5% | +2.7% | -9.2% | -7.1% |
| 3M | -6.0% | +7.4% | -13.4% | -7.4% |
| 6M | +33.7% | +16.0% | +17.6% | +29.1% |
| YTD | +16.4% | +40.9% | -24.5% | +8.6% |
| 1Y | +10.1% | +56.4% | -46.4% | +0.5% |
| 3Y | -16.3% | +84.2% | -100.5% | -27.9% |
| 5Y | +2.1% | +114.6% | -112.5% | -17.8% |
| All | +228.4% | +688.3% | -459.9% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling