-21.3%
UNH vs FIX
+448.6%
-469.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.3% |
| 7D | -3.2% | -17.5% | +14.3% | -3.4% |
| 30D | +4.8% | -41.6% | +46.4% | +4.2% |
| 3M | -1.8% | -40.6% | +38.8% | -2.4% |
| 6M | +8.6% | -49.4% | +58.0% | +7.9% |
| YTD | +21.8% | +9.2% | +12.6% | +21.6% |
| 1Y | +25.8% | +6.5% | +19.4% | +25.6% |
| 3Y | -21.3% | +448.7% | -470.0% | -17.8% |
| All | -21.3% | +448.6% | -469.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling