+228.4%
UNH vs FCEL
-99.1%
+327.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | -4.5% | +6.3% | -10.8% | -4.7% |
| 30D | -6.5% | -26.7% | +20.1% | -6.0% |
| 3M | -6.0% | -10.2% | +4.2% | -6.4% |
| 6M | +33.7% | +123.5% | -89.8% | +29.6% |
| YTD | +16.4% | +117.4% | -101.0% | +12.7% |
| 1Y | +10.1% | +146.0% | -135.9% | +5.9% |
| 3Y | -16.3% | -61.9% | +45.6% | -18.1% |
| 5Y | +2.1% | -90.5% | +92.6% | +1.3% |
| All | +228.4% | -99.1% | +327.5% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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