+216.1%
UNH vs FIX
+3,564.5%
-3,348.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +3.4% | +9.4% | -6.1% | +2.1% |
| 30D | +3.0% | -27.8% | +30.8% | +6.7% |
| 3M | +2.7% | -35.6% | +38.3% | +7.7% |
| 6M | +2.8% | -45.2% | +48.0% | +9.5% |
| YTD | +25.9% | +19.5% | +6.4% | +17.9% |
| 1Y | +25.8% | +24.2% | +1.6% | +16.8% |
| 3Y | -20.0% | +494.2% | -514.2% | -49.4% |
| 5Y | -2.8% | +1,036.1% | -1,039.0% | -50.1% |
| All | +216.1% | +3,564.5% | -3,348.5% | +14.6% |
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