+108.4%
CSCO vs UNH
-13.7%
+122.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.3% |
| 7D | 0.0% | -1.7% | +1.6% | 0.0% |
| 30D | -10.7% | -3.8% | -6.9% | -10.7% |
| 3M | -8.7% | -4.3% | -4.5% | -8.7% |
| 6M | +44.9% | +38.6% | +6.3% | +44.4% |
| YTD | +44.1% | +20.7% | +23.5% | +43.4% |
| 1Y | +65.9% | +16.0% | +49.9% | +65.2% |
| All | +108.4% | -13.7% | +122.1% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling