+113.4%
IBM vs UNH
+5.4%
+108.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -1.5% | -1.5% | 0.0% | -1.4% |
| 3M | -16.8% | -0.8% | -15.9% | -16.7% |
| 6M | -9.0% | +41.8% | -50.8% | -12.3% |
| YTD | -20.1% | +23.1% | -43.1% | -22.1% |
| 1Y | -7.0% | +28.5% | -35.5% | -9.9% |
| 3Y | +72.4% | -11.8% | +84.1% | +68.7% |
| All | +113.4% | +5.4% | +108.1% | +101.7% |
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