+43.1%
UNH vs FPS
+22.4%
+20.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.0% | -11.3% | -2.6% |
| 7D | -4.5% | +1.5% | -6.0% | -4.6% |
| 30D | -6.5% | -16.9% | +10.3% | -6.0% |
| 3M | -6.0% | -45.3% | +39.3% | -4.3% |
| 6M | +33.7% | -10.3% | +44.0% | +30.1% |
| All | +43.1% | +22.4% | +20.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling