+6,209.8%
UNH vs FFIV
+7,518.9%
-1,309.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.1% | -1.0% | +2.0% | +1.1% |
| 30D | -3.8% | -5.1% | +1.3% | -3.5% |
| 3M | +0.7% | -4.5% | +5.2% | +0.9% |
| 6M | +37.9% | +36.5% | +1.4% | +34.7% |
| YTD | +21.9% | +53.0% | -31.0% | +18.1% |
| 1Y | +31.4% | +24.2% | +7.2% | +29.0% |
| 3Y | -11.4% | +137.2% | -148.6% | -17.1% |
| 5Y | +2.5% | +91.8% | -89.2% | -3.1% |
| 10Y | +242.9% | +215.2% | +27.7% | +212.4% |
| All | +6,209.8% | +7,518.9% | -1,309.2% | +5,488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling