+911.5%
BE vs UNH
+78.3%
+833.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.7% |
| 7D | +20.0% | +1.1% | +18.9% | +19.6% |
| 30D | +7.9% | -3.8% | +11.7% | +9.3% |
| 3M | -13.2% | +0.7% | -14.0% | -14.0% |
| 6M | +53.5% | +37.9% | +15.6% | +36.4% |
| YTD | +191.0% | +21.9% | +169.1% | +164.5% |
| 1Y | +360.5% | +31.4% | +329.1% | +302.5% |
| 3Y | +1,568.0% | -11.4% | +1,579.4% | +1,452.3% |
| 5Y | +1,055.2% | +2.5% | +1,052.7% | +848.3% |
| All | +911.5% | +78.3% | +833.2% | +491.8% |
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 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