-14.3%
UNH vs FCEL
-63.4%
+49.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -1.1% |
| 7D | -3.2% | +6.3% | -9.4% | -3.3% |
| 30D | -3.5% | -18.8% | +15.3% | -3.2% |
| 3M | -4.2% | -3.8% | -0.3% | -4.9% |
| 6M | +38.3% | +121.1% | -82.8% | +33.6% |
| YTD | +19.2% | +113.3% | -94.1% | +14.9% |
| 1Y | +15.0% | +173.5% | -158.5% | +9.9% |
| All | -14.3% | -63.4% | +49.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling