+252.1%
INTC vs UNH
+235.3%
+16.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.3% |
| 7D | +7.5% | -4.5% | +12.0% | +9.0% |
| 30D | +2.0% | -6.5% | +8.5% | +4.0% |
| 3M | -12.0% | -6.0% | -6.0% | -10.7% |
| 6M | +114.5% | +33.7% | +80.9% | +94.1% |
| YTD | +179.0% | +16.4% | +162.6% | +160.1% |
| 1Y | +318.3% | +10.1% | +308.2% | +296.3% |
| 3Y | +171.2% | -16.3% | +187.5% | +160.6% |
| 5Y | +107.6% | +2.1% | +105.5% | +76.1% |
| All | +252.1% | +235.3% | +16.8% | +91.4% |
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 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