+1,557.1%
ASML vs UNH
+226.7%
+1,330.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +4.9% | +3.4% | +1.6% | +4.0% |
| 30D | -9.3% | +3.0% | -12.3% | -10.0% |
| 3M | -19.0% | +2.7% | -21.7% | -19.8% |
| 6M | -5.2% | +2.8% | -8.0% | -6.6% |
| YTD | +40.6% | +25.9% | +14.7% | +28.5% |
| 1Y | +47.5% | +25.8% | +21.7% | +34.6% |
| 3Y | +133.9% | -20.0% | +153.9% | +133.5% |
| 5Y | +83.8% | -2.8% | +86.6% | +63.6% |
| All | +1,557.1% | +226.7% | +1,330.4% | +940.5% |
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