+21,985.5%
LLY vs UNH
+140,276.8%
-118,291.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +1.4% | -1.6% | +2.9% | +1.7% |
| 30D | +21.5% | +6.5% | +15.1% | +20.0% |
| 3M | +18.5% | +0.8% | +17.7% | +18.2% |
| 6M | +49.1% | +6.1% | +43.0% | +47.3% |
| YTD | +34.4% | +24.5% | +9.9% | +27.2% |
| 1Y | +46.3% | +26.3% | +20.0% | +38.0% |
| 3Y | +145.5% | -20.7% | +166.2% | +145.2% |
| 5Y | +472.7% | -3.6% | +476.3% | +446.7% |
| 10Y | +2,049.9% | +225.1% | +1,824.9% | +1,472.2% |
| All | +21,985.5% | +140,276.8% | -118,291.3% | +4,738.1% |
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