+227.5%
UNH vs FICO
+535.6%
-308.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +6.8% | +9.4% | -2.6% | +4.5% |
| 3M | -0.3% | -30.4% | +30.1% | +5.2% |
| 6M | +7.9% | -35.1% | +43.0% | +14.2% |
| YTD | +25.1% | -56.8% | +81.9% | +44.0% |
| 1Y | +29.3% | -58.4% | +87.7% | +50.2% |
| 3Y | -20.3% | -26.7% | +6.4% | -24.5% |
| 5Y | -3.6% | +88.0% | -91.6% | -36.0% |
| 10Y | +227.5% | +545.7% | -318.3% | +49.1% |
| All | +227.5% | +535.6% | -308.1% | +49.1% |
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 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