+228.4%
UNH vs FDX
+182.5%
+45.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -4.5% | -3.3% | -1.3% | -3.8% |
| 30D | -6.5% | -4.5% | -2.0% | -5.6% |
| 3M | -6.0% | -7.3% | +1.4% | -4.4% |
| 6M | +33.7% | +7.5% | +26.1% | +30.5% |
| YTD | +16.4% | +35.1% | -18.7% | +7.1% |
| 1Y | +10.1% | +71.4% | -61.3% | -4.6% |
| 3Y | -16.3% | +60.8% | -77.1% | -28.5% |
| 5Y | +2.1% | +65.5% | -63.4% | -16.1% |
| All | +228.4% | +182.5% | +45.9% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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