+236.3%
UNH vs FFIV
+238.2%
-1.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -3.2% | +1.6% | -4.8% | -3.6% |
| 30D | -3.5% | -3.7% | +0.3% | -2.7% |
| 3M | -4.2% | +2.0% | -6.1% | -5.1% |
| 6M | +38.3% | +39.3% | -1.0% | +26.2% |
| YTD | +19.2% | +56.1% | -36.9% | +5.3% |
| 1Y | +15.0% | +22.0% | -7.0% | +7.6% |
| 3Y | -14.5% | +148.2% | -162.7% | -35.7% |
| 5Y | +4.6% | +96.3% | -91.8% | -17.3% |
| All | +236.3% | +238.2% | -1.8% | +111.4% |
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