+27.0%
UNH vs FICO
-57.1%
+84.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +8.1% | +1.7% | +6.5% | +8.0% |
| 3M | +1.1% | -33.0% | +34.1% | +3.2% |
| 6M | +11.7% | -33.9% | +45.6% | +13.3% |
| YTD | +26.5% | -58.5% | +85.0% | +35.0% |
| 1Y | +27.0% | -56.4% | +83.4% | +34.1% |
| All | +27.0% | -57.1% | +84.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling