+4.6%
UNH vs FCX
+116.3%
-111.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -0.7% |
| 7D | -3.2% | -1.9% | -1.3% | -3.0% |
| 30D | -3.5% | +3.4% | -6.9% | -3.8% |
| 3M | -4.2% | +15.0% | -19.1% | -5.4% |
| 6M | +38.3% | +14.6% | +23.7% | +36.0% |
| YTD | +19.2% | +41.2% | -22.0% | +14.9% |
| 1Y | +15.0% | +60.4% | -45.4% | +9.2% |
| 3Y | -14.5% | +88.4% | -103.0% | -21.7% |
| 5Y | +4.6% | +115.0% | -110.5% | -6.7% |
| All | +4.6% | +116.3% | -111.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling