-21.3%
UNH vs FICO
-24.3%
+3.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.2% | -0.9% | -2.2% | -3.1% |
| 30D | +4.8% | +3.3% | +1.5% | +4.4% |
| 3M | -1.8% | -31.7% | +29.9% | +0.7% |
| 6M | +8.6% | -34.0% | +42.6% | +11.0% |
| YTD | +21.8% | -58.3% | +80.1% | +30.6% |
| 1Y | +25.8% | -57.9% | +83.8% | +34.8% |
| 3Y | -21.3% | -24.1% | +2.7% | -17.7% |
| All | -21.3% | -24.3% | +3.0% | -17.7% |
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