-14.3%
UNH vs FCX
+83.3%
-97.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -1.0% |
| 7D | -3.2% | -1.9% | -1.3% | -3.1% |
| 30D | -3.5% | +3.4% | -6.9% | -3.6% |
| 3M | -4.2% | +15.0% | -19.1% | -4.7% |
| 6M | +38.3% | +14.6% | +23.7% | +37.2% |
| YTD | +19.2% | +41.2% | -22.0% | +17.2% |
| 1Y | +15.0% | +60.4% | -45.4% | +12.2% |
| All | -14.3% | +83.3% | -97.6% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling