+4.6%
UNH vs FLR
+230.6%
-226.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -3.2% | -6.9% | +3.7% | -2.7% |
| 30D | -3.5% | +1.1% | -4.6% | -3.6% |
| 3M | -4.2% | +14.3% | -18.5% | -5.3% |
| 6M | +38.3% | +19.1% | +19.2% | +35.6% |
| YTD | +19.2% | +35.1% | -15.9% | +15.6% |
| 1Y | +15.0% | +29.5% | -14.5% | +11.8% |
| 3Y | -14.5% | +53.0% | -67.5% | -19.4% |
| 5Y | +4.6% | +238.9% | -234.3% | -9.6% |
| All | +4.6% | +230.6% | -226.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling