+3.5%
UNH vs FDX
+63.0%
-59.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.8% |
| 7D | -1.7% | -2.3% | +0.7% | -1.4% |
| 30D | -3.8% | -4.9% | +1.1% | -3.3% |
| 3M | -4.3% | -6.5% | +2.2% | -3.7% |
| 6M | +38.6% | +6.7% | +32.0% | +37.3% |
| YTD | +20.7% | +33.9% | -13.2% | +16.4% |
| 1Y | +16.0% | +72.2% | -56.2% | +8.7% |
| 3Y | -13.5% | +60.2% | -73.7% | -18.9% |
| 5Y | +3.5% | +62.9% | -59.4% | -4.1% |
| All | +3.5% | +63.0% | -59.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling