+1,615.5%
UNH vs FN
+2,887.5%
-1,272.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -1.4% |
| 7D | -3.2% | 0.0% | -3.1% | -3.4% |
| 30D | +4.8% | -34.3% | +39.1% | +8.1% |
| 3M | -1.8% | -39.9% | +38.0% | +1.6% |
| 6M | +8.6% | -51.8% | +60.4% | +13.7% |
| YTD | +21.8% | -28.1% | +49.9% | +21.3% |
| 1Y | +25.8% | -29.1% | +54.9% | +25.0% |
| 3Y | -21.3% | +102.4% | -123.8% | -33.1% |
| 5Y | -5.3% | +171.7% | -177.0% | -24.4% |
| 10Y | +238.1% | +773.5% | -535.4% | +127.2% |
| All | +1,615.5% | +2,887.5% | -1,272.0% | +878.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling