-12.2%
UNH vs FICO
+4.8%
-17.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +0.6% |
| 7D | +1.1% | -19.2% | +20.3% | +2.9% |
| 30D | -3.8% | -14.6% | +10.8% | -2.6% |
| 3M | +0.7% | -20.1% | +20.8% | +2.2% |
| 6M | +37.9% | -36.3% | +74.2% | +42.7% |
| YTD | +21.9% | -44.9% | +66.8% | +27.8% |
| 1Y | +31.4% | -38.6% | +70.0% | +35.7% |
| All | -12.2% | +4.8% | -17.1% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling