+216.1%
UNH vs FICO
+527.0%
-310.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | +3.0% | +0.1% | +2.9% | +2.7% |
| 3M | +2.7% | -35.2% | +37.9% | +10.1% |
| 6M | +2.8% | -32.4% | +35.1% | +7.7% |
| YTD | +25.9% | -57.4% | +83.3% | +45.3% |
| 1Y | +25.8% | -58.5% | +84.3% | +46.2% |
| 3Y | -20.0% | -28.9% | +8.8% | -23.7% |
| 5Y | -2.8% | +91.7% | -94.5% | -36.2% |
| All | +216.1% | +527.0% | -310.9% | +39.4% |
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