+245.4%
UNH vs FICO
+606.0%
-360.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +2.7% |
| 7D | +1.1% | -19.2% | +20.3% | +5.5% |
| 30D | -3.8% | -14.6% | +10.8% | -1.0% |
| 3M | +0.7% | -20.1% | +20.8% | +4.2% |
| 6M | +37.9% | -36.3% | +74.2% | +48.7% |
| YTD | +21.9% | -44.9% | +66.8% | +35.7% |
| 1Y | +31.4% | -38.6% | +70.0% | +41.1% |
| 3Y | -11.4% | +4.0% | -15.4% | -21.7% |
| 5Y | +2.5% | +99.5% | -97.0% | -29.5% |
| All | +245.4% | +606.0% | -360.6% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling