+2,536.4%
IBM vs UNH
+141,039.8%
-138,503.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | +6.8% | +7.2% | -0.5% | +5.5% |
| 3M | +4.4% | +0.5% | +3.9% | +4.2% |
| 6M | +13.2% | +3.4% | +9.8% | +12.3% |
| YTD | -15.1% | +25.2% | -40.3% | -18.9% |
| 1Y | -20.2% | +22.7% | -42.9% | -23.5% |
| 3Y | +79.3% | -20.3% | +99.6% | +79.6% |
| 5Y | +147.5% | -3.4% | +150.8% | +138.6% |
| 10Y | +140.2% | +226.8% | -86.7% | +90.3% |
| All | +2,536.4% | +141,039.8% | -138,503.4% | +816.0% |
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 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