+361.5%
LLY vs UNH
+3.9%
+357.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -3.1% | +1.1% | -4.3% | -3.3% |
| 30D | -5.1% | -1.5% | -3.5% | -4.9% |
| 3M | -2.1% | -0.8% | -1.2% | -1.9% |
| 6M | +13.8% | +41.8% | -28.0% | +9.1% |
| YTD | +5.1% | +23.1% | -18.0% | +2.0% |
| 1Y | +53.1% | +28.5% | +24.6% | +47.6% |
| 3Y | +95.6% | -11.8% | +107.4% | +79.4% |
| 5Y | +361.5% | +5.3% | +356.2% | +297.8% |
| All | +361.5% | +3.9% | +357.6% | +297.8% |
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