+227.5%
UNH vs FIX
+3,723.8%
-3,496.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +0.2% | -13.9% | +14.1% | +1.8% |
| 30D | +6.8% | -35.5% | +42.3% | +12.4% |
| 3M | -0.3% | -33.9% | +33.7% | +4.3% |
| 6M | +7.9% | -43.3% | +51.2% | +14.4% |
| YTD | +25.1% | +18.7% | +6.5% | +17.4% |
| 1Y | +29.3% | +13.8% | +15.6% | +21.7% |
| 3Y | -20.3% | +495.0% | -515.2% | -49.7% |
| 5Y | -3.6% | +1,049.0% | -1,052.6% | -50.7% |
| 10Y | +227.5% | +3,644.4% | -3,417.0% | +18.4% |
| All | +227.5% | +3,723.8% | -3,496.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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