+4,404.4%
DELL vs UNH
+235.3%
+4,169.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.4% | +14.3% | +12.6% |
| 7D | +8.2% | -4.5% | +12.8% | +9.4% |
| 30D | +17.1% | -6.5% | +23.6% | +19.0% |
| 3M | +45.2% | -6.0% | +51.2% | +47.0% |
| 6M | +286.8% | +33.7% | +253.1% | +257.3% |
| YTD | +354.8% | +16.4% | +338.4% | +331.6% |
| 1Y | +358.3% | +10.1% | +348.2% | +340.4% |
| 3Y | +724.9% | -16.3% | +741.2% | +686.7% |
| 5Y | +1,193.7% | +2.1% | +1,191.6% | +1,001.4% |
| All | +4,404.4% | +235.3% | +4,169.1% | +2,534.3% |
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