+3,541.3%
UNH vs FIS
+238.5%
+3,302.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.7% |
| 7D | +3.4% | +2.8% | +0.6% | +2.3% |
| 30D | +3.0% | -16.7% | +19.7% | +6.9% |
| 3M | +2.7% | -32.3% | +35.0% | +13.5% |
| 6M | +2.8% | -29.1% | +31.8% | +11.3% |
| YTD | +25.9% | -54.1% | +80.0% | +55.4% |
| 1Y | +25.8% | -53.7% | +79.5% | +54.8% |
| 3Y | -20.0% | -38.8% | +18.8% | -13.4% |
| 5Y | -2.8% | -71.1% | +68.3% | +29.0% |
| 10Y | +228.7% | -53.1% | +281.8% | +265.0% |
| All | +3,541.3% | +238.5% | +3,302.8% | +2,052.0% |
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