-13.2%
UNH vs FIS
-26.4%
+13.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.8% |
| 7D | -1.7% | -9.1% | +7.4% | -1.3% |
| 30D | -3.8% | -10.4% | +6.6% | -3.5% |
| 3M | -4.3% | -3.7% | -0.6% | -4.2% |
| 6M | +38.6% | -24.8% | +63.4% | +39.4% |
| YTD | +20.7% | -41.6% | +62.2% | +21.9% |
| 1Y | +16.0% | -42.7% | +58.7% | +17.1% |
| All | -13.2% | -26.4% | +13.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling