+45.9%
CSCO vs UNH
+28.3%
+17.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -6.1% | +0.6% | -6.6% | -6.1% |
| 30D | -8.2% | +8.1% | -16.3% | -8.3% |
| 3M | -14.6% | +1.1% | -15.6% | -14.6% |
| 6M | +12.7% | +11.7% | +1.0% | +12.5% |
| YTD | +37.0% | +26.5% | +10.5% | +35.4% |
| 1Y | +45.9% | +27.0% | +18.9% | +44.2% |
| All | +45.9% | +28.3% | +17.6% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling