+5.3%
UNH vs FFIV
+92.2%
-86.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.1% | -1.5% | +2.7% | +1.4% |
| 30D | -1.5% | -2.7% | +1.1% | -1.2% |
| 3M | -0.8% | -1.7% | +0.8% | -0.9% |
| 6M | +41.8% | +36.1% | +5.7% | +33.9% |
| YTD | +23.1% | +52.6% | -29.6% | +13.8% |
| 1Y | +28.5% | +21.5% | +7.0% | +22.8% |
| 3Y | -11.8% | +142.7% | -154.4% | -26.8% |
| 5Y | +5.3% | +92.6% | -87.2% | -9.6% |
| All | +5.3% | +92.2% | -86.8% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling