+145.8%
GOOG vs UNH
-16.8%
+162.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | 0.0% | -4.5% | +4.6% | +0.2% |
| 30D | -2.0% | -6.5% | +4.6% | -1.8% |
| 3M | -5.9% | -6.0% | +0.1% | -5.7% |
| 6M | +8.9% | +33.7% | -24.8% | +7.5% |
| YTD | +7.1% | +16.4% | -9.3% | +6.0% |
| 1Y | +39.7% | +10.1% | +29.6% | +38.4% |
| 3Y | +145.8% | -16.3% | +162.2% | +143.1% |
| All | +145.8% | -16.8% | +162.6% | +143.1% |
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