+236.3%
UNH vs FIS
-39.9%
+276.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -3.2% | -8.9% | +5.7% | -0.8% |
| 30D | -3.5% | -9.9% | +6.5% | -0.9% |
| 3M | -4.2% | 0.0% | -4.1% | -4.7% |
| 6M | +38.3% | -22.9% | +61.2% | +47.1% |
| YTD | +19.2% | -40.9% | +60.1% | +36.5% |
| 1Y | +15.0% | -40.4% | +55.4% | +31.2% |
| 3Y | -14.5% | -25.4% | +10.8% | -12.8% |
| 5Y | +4.6% | -64.8% | +69.4% | +38.4% |
| All | +236.3% | -39.9% | +276.2% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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