+10,848.8%
JPM vs UNH
+141,851.5%
-131,002.7%
-74.0%
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% | +0.8% |
| 7D | +3.5% | +3.4% | +0.1% | +2.5% |
| 30D | +3.3% | +3.0% | +0.3% | +2.4% |
| 3M | -4.2% | +2.7% | -6.9% | -5.1% |
| 6M | +16.4% | +2.8% | +13.6% | +15.0% |
| YTD | +9.5% | +25.9% | -16.4% | +0.8% |
| 1Y | +14.0% | +25.8% | -11.8% | +4.9% |
| 3Y | +153.1% | -20.0% | +173.1% | +152.1% |
| 5Y | +134.9% | -2.8% | +137.7% | +118.6% |
| 10Y | +485.7% | +228.7% | +257.0% | +277.9% |
| All | +10,848.8% | +141,851.5% | -131,002.7% | +1,416.9% |
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