+3,441.2%
UNH vs FLR
+587.1%
+2,854.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.4% |
| 7D | -1.7% | -3.1% | +1.5% | -1.1% |
| 30D | -3.8% | +4.9% | -8.8% | -4.7% |
| 3M | -4.3% | +10.8% | -15.1% | -6.7% |
| 6M | +38.6% | +19.7% | +19.0% | +32.4% |
| YTD | +20.7% | +38.4% | -17.7% | +12.2% |
| 1Y | +16.0% | +34.7% | -18.7% | +7.9% |
| 3Y | -13.5% | +56.7% | -70.1% | -24.8% |
| 5Y | +3.5% | +241.6% | -238.1% | -24.8% |
| 10Y | +245.3% | +20.2% | +225.1% | +163.9% |
| All | +3,441.2% | +587.1% | +2,854.0% | +2,002.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling