+228.4%
UNH vs FISV
+3.1%
+225.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -4.0% |
| 7D | -4.5% | -2.7% | -1.9% | -3.9% |
| 30D | -6.5% | 0.0% | -6.6% | -6.9% |
| 3M | -6.0% | -2.8% | -3.2% | -6.2% |
| 6M | +33.7% | -11.8% | +45.5% | +36.9% |
| YTD | +16.4% | -23.2% | +39.6% | +24.2% |
| 1Y | +10.1% | -62.0% | +72.1% | +41.7% |
| 3Y | -16.3% | -57.6% | +41.3% | -3.9% |
| 5Y | +2.1% | -53.4% | +55.5% | +8.1% |
| All | +228.4% | +3.1% | +225.2% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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