+807.7%
UNH vs FIVE
+822.5%
-14.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +4.8% | +17.7% | -12.8% | +2.7% |
| 3M | -1.8% | +4.0% | -5.8% | -2.5% |
| 6M | +8.6% | +2.6% | +6.0% | +7.6% |
| YTD | +21.8% | +27.6% | -5.8% | +16.8% |
| 1Y | +25.8% | +59.9% | -34.1% | +17.2% |
| 3Y | -21.3% | +35.8% | -57.1% | -27.0% |
| 5Y | -5.3% | +14.4% | -19.8% | -12.0% |
| 10Y | +238.1% | +576.1% | -338.1% | +123.5% |
| All | +807.7% | +822.5% | -14.8% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling