+1,504.8%
ASML vs UNH
+236.6%
+1,268.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -14.9% | +4.8% | -19.7% | -16.1% |
| 3M | -13.0% | -1.7% | -11.2% | -12.8% |
| 6M | -4.7% | +5.9% | -10.6% | -6.9% |
| YTD | +42.3% | +22.8% | +19.5% | +31.0% |
| 1Y | +49.7% | +25.9% | +23.8% | +36.5% |
| 3Y | +144.3% | -21.4% | +165.7% | +144.9% |
| 5Y | +86.4% | -6.3% | +92.6% | +68.3% |
| 10Y | +1,504.8% | +231.0% | +1,273.9% | +992.1% |
| All | +1,504.8% | +236.6% | +1,268.3% | +992.1% |
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