+136,006.0%
UNH vs F
+639.5%
+135,366.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +1.1% | +5.3% | -4.3% | +0.1% |
| 30D | -3.8% | +4.6% | -8.4% | -4.7% |
| 3M | +0.7% | -3.7% | +4.4% | +1.2% |
| 6M | +37.9% | +16.8% | +21.0% | +32.7% |
| YTD | +21.9% | +15.3% | +6.6% | +17.3% |
| 1Y | +31.4% | +31.0% | +0.4% | +23.0% |
| 3Y | -11.4% | +45.4% | -56.8% | -20.9% |
| 5Y | +2.5% | +54.7% | -52.1% | -13.1% |
| 10Y | +242.9% | +98.2% | +144.6% | +162.4% |
| All | +136,006.0% | +639.5% | +135,366.5% | +55,717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling