+1,582.8%
ASML vs UNH
+224.4%
+1,358.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +2.5% | -1.6% | +4.1% | +3.1% |
| 30D | -12.2% | +6.5% | -18.7% | -13.8% |
| 3M | -14.6% | +0.8% | -15.4% | -15.0% |
| 6M | -1.7% | +6.1% | -7.8% | -4.1% |
| YTD | +44.3% | +24.5% | +19.8% | +32.3% |
| 1Y | +51.0% | +26.3% | +24.7% | +37.6% |
| 3Y | +137.6% | -20.7% | +158.3% | +137.7% |
| 5Y | +92.7% | -3.6% | +96.3% | +72.0% |
| 10Y | +1,582.8% | +225.1% | +1,357.7% | +993.3% |
| All | +1,582.8% | +224.4% | +1,358.4% | +993.3% |
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