+27.0%
UNH vs FANG
+32.3%
-5.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +0.8% |
| 7D | +0.6% | -11.3% | +11.9% | -0.3% |
| 30D | +8.1% | -0.7% | +8.8% | +8.1% |
| 3M | +1.1% | -4.2% | +5.2% | +0.9% |
| 6M | +11.7% | -13.5% | +25.2% | +10.8% |
| YTD | +26.5% | +23.7% | +2.7% | +33.4% |
| 1Y | +27.0% | +34.3% | -7.3% | +38.5% |
| All | +27.0% | +32.3% | -5.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling