+466.3%
LLY vs UNH
-4.7%
+471.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.2% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +21.5% | +6.8% | +14.6% | +20.5% |
| 3M | +16.4% | -0.3% | +16.7% | +16.4% |
| 6M | +51.5% | +7.9% | +43.6% | +50.2% |
| YTD | +33.9% | +25.1% | +8.8% | +29.8% |
| 1Y | +49.1% | +29.3% | +19.8% | +44.0% |
| 3Y | +144.6% | -20.3% | +164.9% | +137.2% |
| 5Y | +466.3% | -3.6% | +469.9% | +406.9% |
| All | +466.3% | -4.7% | +471.0% | +406.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling