+137,009.7%
UNH vs F
+533.3%
+136,476.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.8% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +4.8% | +2.9% | +2.0% | +4.2% |
| 3M | -1.7% | -9.5% | +7.8% | -0.1% |
| 6M | +5.9% | +4.0% | +1.9% | +4.1% |
| YTD | +22.8% | -1.3% | +24.1% | +21.5% |
| 1Y | +25.9% | -1.9% | +27.8% | +24.6% |
| 3Y | -21.4% | +53.5% | -74.9% | -30.6% |
| 5Y | -6.3% | -15.1% | +8.9% | -10.3% |
| 10Y | +231.0% | +81.0% | +150.0% | +157.2% |
| All | +137,009.7% | +533.3% | +136,476.4% | +57,681.5% |
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 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