+21,908.6%
LLY vs UNH
+141,036.3%
-119,127.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.0% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +21.5% | +6.8% | +14.6% | +19.9% |
| 3M | +16.4% | -0.3% | +16.7% | +16.5% |
| 6M | +51.5% | +7.9% | +43.6% | +49.1% |
| YTD | +33.9% | +25.1% | +8.8% | +26.6% |
| 1Y | +49.1% | +29.3% | +19.8% | +39.9% |
| 3Y | +144.6% | -20.3% | +164.9% | +144.1% |
| 5Y | +466.3% | -3.6% | +469.9% | +440.6% |
| 10Y | +2,024.1% | +227.5% | +1,796.7% | +1,451.0% |
| All | +21,908.6% | +141,036.3% | -119,127.7% | +4,715.9% |
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