+114.8%
CSCO vs UNH
+3.3%
+111.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.4% |
| 7D | 0.0% | -1.7% | +1.6% | +0.1% |
| 30D | -10.7% | -3.8% | -6.9% | -10.4% |
| 3M | -8.7% | -4.3% | -4.5% | -8.4% |
| 6M | +44.9% | +38.6% | +6.3% | +40.5% |
| YTD | +44.1% | +20.7% | +23.5% | +40.8% |
| 1Y | +65.9% | +16.0% | +49.9% | +62.6% |
| 3Y | +109.0% | -13.5% | +122.5% | +107.2% |
| 5Y | +114.8% | +3.5% | +111.2% | +95.7% |
| All | +114.8% | +3.3% | +111.4% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling