+590.9%
JPM vs UNH
+235.3%
+355.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.5% |
| 7D | -0.7% | -4.5% | +3.9% | +0.7% |
| 30D | -2.5% | -6.5% | +4.1% | -0.4% |
| 3M | +14.1% | -6.0% | +20.1% | +16.1% |
| 6M | +25.1% | +33.7% | -8.6% | +13.2% |
| YTD | +12.1% | +16.4% | -4.3% | +4.8% |
| 1Y | +18.8% | +10.1% | +8.7% | +12.9% |
| 3Y | +163.4% | -16.3% | +179.7% | +155.4% |
| 5Y | +156.5% | +2.1% | +154.4% | +118.8% |
| All | +590.9% | +235.3% | +355.5% | +243.9% |
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 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