+212.6%
UNH vs FFIV
+126.3%
+86.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.6% | -2.9% | +1.4% | -0.9% |
| 30D | +6.5% | -32.4% | +38.9% | +15.5% |
| 3M | +0.8% | -22.7% | +23.5% | +5.5% |
| 6M | +6.1% | -10.7% | +16.7% | +6.6% |
| YTD | +24.5% | +25.4% | -0.9% | +14.1% |
| 1Y | +26.3% | +34.2% | -7.8% | +13.7% |
| 3Y | -20.7% | +101.2% | -121.9% | -38.4% |
| 5Y | -3.6% | +42.0% | -45.5% | -18.0% |
| All | +212.6% | +126.3% | +86.3% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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