+397.7%
BAC vs UNH
+242.5%
+155.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +1.1% |
| 7D | +0.6% | -1.7% | +2.3% | +1.2% |
| 30D | -1.4% | -3.8% | +2.5% | -0.1% |
| 3M | +15.7% | -4.3% | +20.0% | +17.2% |
| 6M | +32.2% | +38.6% | -6.4% | +17.3% |
| YTD | +15.8% | +20.7% | -4.9% | +6.3% |
| 1Y | +27.3% | +16.0% | +11.3% | +18.1% |
| 3Y | +137.5% | -13.5% | +150.9% | +126.1% |
| 5Y | +73.1% | +3.5% | +69.5% | +44.9% |
| 10Y | +397.7% | +245.3% | +152.4% | +122.2% |
| All | +397.7% | +242.5% | +155.2% | +122.2% |
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 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