-13.0%
UNH vs F
+47.7%
-60.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +1.1% | +5.3% | -4.3% | +0.9% |
| 30D | -3.8% | +4.6% | -8.4% | -3.9% |
| 3M | +0.7% | -3.7% | +4.4% | +0.8% |
| 6M | +37.9% | +16.8% | +21.0% | +36.9% |
| YTD | +21.9% | +15.3% | +6.6% | +21.1% |
| 1Y | +31.4% | +31.0% | +0.4% | +29.9% |
| All | -13.0% | +47.7% | -60.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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