-12.2%
UNH vs FN
+158.4%
-170.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -0.9% |
| 7D | +1.1% | -1.7% | +2.7% | +1.1% |
| 30D | -3.8% | -22.0% | +18.2% | -4.0% |
| 3M | +0.7% | -43.0% | +43.7% | +0.3% |
| 6M | +37.9% | -27.7% | +65.6% | +37.7% |
| YTD | +21.9% | -10.5% | +32.4% | +22.2% |
| 1Y | +31.4% | +12.5% | +18.9% | +32.1% |
| All | -12.2% | +158.4% | -170.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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