+2,413.6%
IBM vs UNH
+137,409.6%
-134,996.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +0.3% | -3.8% | +4.1% | +0.9% |
| 3M | -21.6% | +0.7% | -22.3% | -21.7% |
| 6M | -4.7% | +37.9% | -42.6% | -9.8% |
| YTD | -19.1% | +21.9% | -41.0% | -22.3% |
| 1Y | -2.5% | +31.4% | -33.9% | -7.6% |
| 3Y | +74.2% | -11.4% | +85.6% | +71.4% |
| 5Y | +113.1% | +2.5% | +110.6% | +103.5% |
| 10Y | +133.5% | +242.9% | -109.3% | +84.0% |
| All | +2,413.6% | +137,409.6% | -134,996.0% | +777.9% |
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