+216.1%
UNH vs FIS
-53.2%
+269.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.5% |
| 7D | +3.4% | +2.8% | +0.6% | +2.5% |
| 30D | +3.0% | -16.7% | +19.7% | +6.2% |
| 3M | +2.7% | -32.3% | +35.0% | +11.8% |
| 6M | +2.8% | -29.1% | +31.8% | +9.9% |
| YTD | +25.9% | -54.1% | +80.0% | +51.5% |
| 1Y | +25.8% | -53.7% | +79.5% | +51.0% |
| 3Y | -20.0% | -38.8% | +18.8% | -15.7% |
| 5Y | -2.8% | -71.1% | +68.3% | +31.7% |
| All | +216.1% | -53.2% | +269.2% | +277.6% |
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