+1,580.3%
LLY vs UNH
+242.5%
+1,337.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.5% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -8.6% | -3.8% | -4.8% | -7.7% |
| 3M | -1.6% | -4.3% | +2.6% | -0.6% |
| 6M | +11.8% | +38.6% | -26.8% | +2.5% |
| YTD | +5.1% | +20.7% | -15.6% | -1.0% |
| 1Y | +50.7% | +16.0% | +34.7% | +43.0% |
| 3Y | +95.7% | -13.5% | +109.2% | +85.8% |
| 5Y | +390.2% | +3.5% | +386.7% | +328.4% |
| 10Y | +1,580.3% | +245.3% | +1,335.0% | +914.9% |
| All | +1,580.3% | +242.5% | +1,337.8% | +914.9% |
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