+9,269.2%
UNH vs FLEX
+5,119.6%
+4,149.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.0% |
| 7D | +3.4% | +7.5% | -4.1% | +2.4% |
| 30D | +3.0% | -25.3% | +28.3% | +5.8% |
| 3M | +2.7% | -39.7% | +42.4% | +7.7% |
| 6M | +2.8% | -47.9% | +50.6% | +8.6% |
| YTD | +25.9% | +24.1% | +1.8% | +18.3% |
| 1Y | +25.8% | +26.0% | -0.2% | +17.9% |
| 3Y | -20.0% | +282.7% | -302.7% | -36.0% |
| 5Y | -2.8% | +424.2% | -427.1% | -26.2% |
| 10Y | +228.7% | +613.8% | -385.1% | +129.8% |
| All | +9,269.2% | +5,119.6% | +4,149.6% | +4,004.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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