+2,562.9%
IBM vs UNH
+141,851.5%
-139,288.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +3.4% | -1.8% | +1.0% |
| 30D | +9.2% | +3.0% | +6.2% | +8.7% |
| 3M | +4.9% | +2.7% | +2.2% | +4.3% |
| 6M | +16.8% | +2.8% | +14.0% | +16.0% |
| YTD | -14.3% | +25.9% | -40.2% | -18.1% |
| 1Y | -16.7% | +25.8% | -42.5% | -20.5% |
| 3Y | +82.2% | -20.0% | +102.3% | +82.5% |
| 5Y | +149.9% | -2.8% | +152.8% | +140.8% |
| 10Y | +142.6% | +228.7% | -86.1% | +92.1% |
| All | +2,562.9% | +141,851.5% | -139,288.7% | +824.4% |
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