+1,278.0%
AAPL vs UNH
+235.3%
+1,042.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.4% |
| 7D | +3.8% | -4.5% | +8.4% | +5.1% |
| 30D | +9.9% | -6.5% | +16.5% | +11.9% |
| 3M | +12.5% | -6.0% | +18.5% | +14.1% |
| 6M | +27.6% | +33.7% | -6.0% | +16.7% |
| YTD | +22.6% | +16.4% | +6.2% | +15.1% |
| 1Y | +45.0% | +10.1% | +34.9% | +38.2% |
| 3Y | +87.8% | -16.3% | +104.1% | +81.3% |
| 5Y | +128.7% | +2.1% | +126.6% | +97.3% |
| All | +1,278.0% | +235.3% | +1,042.6% | +743.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling