+1,395.4%
ASML vs UNH
+233.5%
+1,161.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | -9.0% | -3.2% | -5.9% | -8.2% |
| 30D | -21.0% | +4.8% | -25.8% | -22.1% |
| 3M | -16.3% | -1.8% | -14.5% | -16.1% |
| 6M | -7.5% | +8.6% | -16.1% | -10.4% |
| YTD | +34.0% | +21.8% | +12.2% | +23.6% |
| 1Y | +39.3% | +25.8% | +13.4% | +27.0% |
| 3Y | +128.9% | -21.3% | +150.2% | +128.7% |
| 5Y | +76.1% | -5.3% | +81.4% | +57.9% |
| All | +1,395.4% | +233.5% | +1,161.9% | +913.0% |
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