+7,803.3%
UNH vs FIX
+7,843.3%
-40.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.0% |
| 7D | -3.2% | -17.5% | +14.3% | -1.2% |
| 30D | +4.8% | -41.6% | +46.4% | +11.0% |
| 3M | -1.8% | -40.6% | +38.8% | +3.5% |
| 6M | +8.6% | -49.4% | +58.0% | +15.9% |
| YTD | +21.8% | +9.2% | +12.6% | +17.4% |
| 1Y | +25.8% | +6.5% | +19.4% | +21.4% |
| 3Y | -21.3% | +448.7% | -470.0% | -41.2% |
| 5Y | -5.3% | +948.7% | -954.1% | -36.4% |
| 10Y | +238.1% | +3,659.7% | -3,421.6% | +87.0% |
| All | +7,803.3% | +7,843.3% | -40.0% | +3,568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling