+5.3%
UNH vs FIVE
+38.7%
-33.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.1% | +3.7% | -2.5% | +1.1% |
| 30D | -1.5% | +4.0% | -5.5% | -1.6% |
| 3M | -0.8% | +36.2% | -37.1% | -1.2% |
| 6M | +41.8% | +18.0% | +23.8% | +41.3% |
| YTD | +23.1% | +34.9% | -11.8% | +22.3% |
| 1Y | +28.5% | +67.9% | -39.4% | +27.2% |
| 3Y | -11.8% | +57.3% | -69.1% | -9.1% |
| 5Y | +5.3% | +39.5% | -34.2% | +8.0% |
| All | +5.3% | +38.7% | -33.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling