+1,003.0%
BE vs UNH
+70.2%
+932.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.0% | +7.4% |
| 7D | +9.0% | -4.5% | +13.6% | +10.7% |
| 30D | +16.3% | -6.5% | +22.8% | +18.8% |
| 3M | +10.8% | -6.0% | +16.8% | +12.4% |
| 6M | +73.2% | +33.7% | +39.5% | +55.3% |
| YTD | +217.4% | +16.4% | +201.0% | +192.8% |
| 1Y | +309.8% | +10.1% | +299.7% | +283.1% |
| 3Y | +1,726.2% | -16.3% | +1,742.5% | +1,637.0% |
| 5Y | +1,306.2% | +2.1% | +1,304.1% | +1,038.2% |
| All | +1,003.0% | +70.2% | +932.8% | +555.2% |
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