+97,349.8%
ASML vs UNH
+9,410.7%
+87,939.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | +23.0% | +37.9% | -14.9% | +11.7% |
| YTD | +61.1% | +21.9% | +39.1% | +49.7% |
| 1Y | +129.1% | +31.4% | +97.7% | +107.7% |
| 3Y | +165.4% | -11.4% | +176.8% | +154.3% |
| 5Y | +109.5% | +2.5% | +106.9% | +91.4% |
| 10Y | +1,645.7% | +242.9% | +1,402.9% | +1,020.7% |
| All | +97,349.8% | +9,410.7% | +87,939.1% | +25,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling