+1,522.2%
UNH vs FERG
+1,315.5%
+206.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.9% |
| 7D | -1.7% | +0.9% | -2.6% | -1.7% |
| 30D | -3.8% | -15.1% | +11.2% | -2.9% |
| 3M | -4.3% | -4.8% | +0.6% | -4.1% |
| 6M | +38.6% | -2.5% | +41.1% | +38.6% |
| YTD | +20.7% | +1.8% | +18.9% | +20.4% |
| 1Y | +16.0% | -0.3% | +16.3% | +15.8% |
| 3Y | -13.5% | +52.9% | -66.4% | -16.2% |
| 5Y | +3.5% | +69.3% | -65.8% | -0.9% |
| 10Y | +245.3% | +352.7% | -107.4% | +213.3% |
| All | +1,522.2% | +1,315.5% | +206.7% | +1,357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 all: compounded portfolio wealth divided by compounded FERG 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…
all analysis · Full analysis span regression · 6 months rolling