+359.9%
CSCO vs UNH
+243.5%
+116.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | -10.8% | -3.5% | -7.3% | -10.0% |
| 3M | -9.2% | -4.2% | -5.1% | -8.4% |
| 6M | +39.5% | +38.3% | +1.2% | +27.8% |
| YTD | +41.5% | +19.2% | +22.3% | +33.1% |
| 1Y | +61.0% | +15.0% | +46.0% | +52.5% |
| 3Y | +105.2% | -14.5% | +119.7% | +100.3% |
| 5Y | +113.4% | +4.6% | +108.9% | +87.2% |
| All | +359.9% | +243.5% | +116.4% | +180.6% |
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