+84.6%
UNH vs FOXA
+90.3%
-5.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.1% | -0.6% | +1.8% | +1.3% |
| 30D | -1.5% | +2.3% | -3.9% | -2.1% |
| 3M | -0.8% | -2.8% | +2.0% | -0.9% |
| 6M | +41.8% | +9.6% | +32.2% | +37.8% |
| YTD | +23.1% | -9.9% | +33.0% | +24.7% |
| 1Y | +28.5% | +5.4% | +23.1% | +25.3% |
| 3Y | -11.8% | +115.3% | -127.0% | -30.1% |
| 5Y | +5.3% | +93.1% | -87.7% | -15.9% |
| All | +84.6% | +90.3% | -5.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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