+228.4%
UNH vs FANG
+182.5%
+45.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | +2.9% | -7.4% | -4.8% |
| 30D | -6.5% | +2.6% | -9.2% | -6.8% |
| 3M | -6.0% | +7.6% | -13.6% | -6.9% |
| 6M | +33.7% | +17.3% | +16.3% | +30.9% |
| YTD | +16.4% | +38.7% | -22.3% | +11.7% |
| 1Y | +10.1% | +51.6% | -41.6% | +4.4% |
| 3Y | -16.3% | +50.0% | -66.3% | -21.8% |
| 5Y | +2.1% | +237.6% | -235.5% | -15.5% |
| All | +228.4% | +182.5% | +45.9% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling