+10.1%
UNH vs FCX
+60.1%
-50.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.5% | -2.3% | -2.3% | -4.4% |
| 30D | -6.5% | +2.7% | -9.2% | -6.6% |
| 3M | -6.0% | +7.4% | -13.4% | -6.4% |
| 6M | +33.7% | +16.0% | +17.6% | +31.8% |
| YTD | +16.4% | +40.9% | -24.5% | +11.8% |
| 1Y | +10.1% | +56.4% | -46.4% | +3.7% |
| All | +10.1% | +60.1% | -50.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling