+2,770.9%
AVGO vs UNH
+235.3%
+2,535.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +1.1% | -4.5% | +5.7% | +2.3% |
| 30D | -13.0% | -6.5% | -6.5% | -11.5% |
| 3M | -6.0% | -6.0% | 0.0% | -4.9% |
| 6M | +6.4% | +33.7% | -27.3% | -2.8% |
| YTD | +5.0% | +16.4% | -11.4% | -1.7% |
| 1Y | +1.4% | +10.1% | -8.7% | -3.7% |
| 3Y | +336.8% | -16.3% | +353.1% | +318.0% |
| 5Y | +698.2% | +2.1% | +696.1% | +574.7% |
| All | +2,770.9% | +235.3% | +2,535.6% | +1,538.8% |
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