+136,006.1%
UNH vs FICO
+104,095.6%
+31,910.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +1.5% |
| 7D | +1.1% | -19.2% | +20.3% | +4.0% |
| 30D | -3.8% | -14.6% | +10.8% | -1.9% |
| 3M | +0.7% | -20.1% | +20.8% | +3.2% |
| 6M | +37.9% | -36.3% | +74.2% | +44.8% |
| YTD | +21.9% | -44.9% | +66.8% | +30.5% |
| 1Y | +31.4% | -38.6% | +70.0% | +37.8% |
| 3Y | -11.4% | +4.0% | -15.4% | -15.7% |
| 5Y | +2.5% | +99.5% | -97.0% | -13.5% |
| 10Y | +242.9% | +604.7% | -361.8% | +140.1% |
| All | +136,006.1% | +104,095.6% | +31,910.5% | +82,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling