+220,352.2%
CSCO vs UNH
+164,571.9%
+55,780.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -0.7% | +1.1% | -1.7% | -0.9% |
| 30D | -10.1% | -3.8% | -6.3% | -9.3% |
| 3M | -15.7% | +0.7% | -16.4% | -16.0% |
| 6M | +36.3% | +37.9% | -1.6% | +25.2% |
| YTD | +43.8% | +21.9% | +21.9% | +34.8% |
| 1Y | +63.9% | +31.4% | +32.6% | +50.2% |
| 3Y | +104.4% | -11.4% | +115.8% | +97.9% |
| 5Y | +111.4% | +2.5% | +108.8% | +95.3% |
| 10Y | +361.7% | +242.9% | +118.8% | +207.8% |
| All | +220,352.2% | +164,571.9% | +55,780.3% | +18,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling