+5.3%
UNH vs F
+47.2%
-41.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.2% | +1.2% |
| 7D | +1.1% | +1.2% | 0.0% | +1.0% |
| 30D | -1.5% | +1.2% | -2.8% | -1.7% |
| 3M | -0.8% | -5.7% | +4.8% | -0.5% |
| 6M | +41.8% | +17.9% | +23.9% | +39.6% |
| YTD | +23.1% | +10.4% | +12.7% | +21.6% |
| 1Y | +28.5% | +25.3% | +3.2% | +25.6% |
| 3Y | -11.8% | +37.5% | -49.2% | -15.1% |
| 5Y | +5.3% | +46.5% | -41.2% | -7.5% |
| All | +5.3% | +47.2% | -41.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling