-3.6%
UNH vs FDX
+77.4%
-81.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +6.5% | +10.4% | -4.0% | +5.4% |
| 3M | +0.8% | +0.5% | +0.3% | +0.7% |
| 6M | +6.1% | +6.5% | -0.4% | +5.2% |
| YTD | +24.5% | +40.2% | -15.8% | +19.8% |
| 1Y | +26.3% | +52.1% | -25.8% | +20.5% |
| 3Y | -20.7% | +72.8% | -93.5% | -25.9% |
| 5Y | -3.6% | +76.3% | -79.9% | -11.2% |
| All | -3.6% | +77.4% | -81.0% | -11.2% |
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