+755.6%
GOOGL vs UNH
+235.3%
+520.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +2.4% |
| 7D | 0.0% | -4.5% | +4.6% | +1.2% |
| 30D | -1.4% | -6.5% | +5.1% | +0.3% |
| 3M | -5.3% | -6.0% | +0.7% | -4.1% |
| 6M | +9.8% | +33.7% | -23.9% | +0.7% |
| YTD | +8.4% | +16.4% | -8.0% | +2.1% |
| 1Y | +41.2% | +10.1% | +31.1% | +34.7% |
| 3Y | +149.6% | -16.3% | +165.9% | +142.4% |
| 5Y | +142.6% | +2.1% | +140.5% | +111.1% |
| All | +755.6% | +235.3% | +520.2% | +397.0% |
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