+192.5%
JNJ vs UNH
+235.3%
-42.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.5% |
| 30D | +2.3% | -6.5% | +8.8% | +3.8% |
| 3M | +12.0% | -6.0% | +18.0% | +13.4% |
| 6M | +10.5% | +33.7% | -23.2% | +3.3% |
| YTD | +30.4% | +16.4% | +14.0% | +24.6% |
| 1Y | +52.1% | +10.1% | +42.1% | +47.0% |
| 3Y | +77.8% | -16.3% | +94.1% | +75.0% |
| 5Y | +82.9% | +2.1% | +80.8% | +65.6% |
| All | +192.5% | +235.3% | -42.8% | +110.0% |
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 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