+308.5%
CSCO vs UNH
+226.7%
+81.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.4% |
| 7D | +1.9% | +3.4% | -1.5% | +1.1% |
| 30D | -15.8% | +3.0% | -18.8% | -16.5% |
| 3M | -15.4% | +2.7% | -18.1% | -16.1% |
| 6M | -5.4% | +2.8% | -8.2% | -6.4% |
| YTD | +26.5% | +25.9% | +0.6% | +17.1% |
| 1Y | +25.9% | +25.8% | +0.1% | +16.5% |
| 3Y | +97.5% | -20.0% | +117.6% | +100.5% |
| 5Y | +93.0% | -2.8% | +95.9% | +76.7% |
| All | +308.5% | +226.7% | +81.8% | +153.3% |
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