+1,670.8%
ASML vs UNH
+245.4%
+1,425.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +2.2% | -3.8% | +6.0% | +3.2% |
| 3M | -2.3% | +0.7% | -3.0% | -3.0% |
| 6M | +23.0% | +37.9% | -14.9% | +10.9% |
| YTD | +61.1% | +21.9% | +39.1% | +48.7% |
| 1Y | +129.1% | +31.4% | +97.7% | +105.6% |
| 3Y | +165.4% | -11.4% | +176.8% | +149.6% |
| 5Y | +109.5% | +2.5% | +106.9% | +80.6% |
| All | +1,670.8% | +245.4% | +1,425.5% | +873.6% |
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