+3,427.3%
UNH vs FIS
+374.5%
+3,052.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -3.8% | -2.2% | -1.6% | -3.3% |
| 3M | +0.7% | +2.1% | -1.4% | -0.5% |
| 6M | +37.9% | -14.7% | +52.5% | +43.3% |
| YTD | +21.9% | -35.7% | +57.6% | +38.3% |
| 1Y | +31.4% | -37.1% | +68.4% | +49.9% |
| 3Y | -11.4% | -20.0% | +8.6% | -10.0% |
| 5Y | +2.5% | -62.1% | +64.7% | +28.0% |
| 10Y | +242.9% | -37.4% | +280.3% | +255.6% |
| All | +3,427.3% | +374.5% | +3,052.8% | +1,816.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling