+17,561.1%
LLY vs UNH
+137,409.5%
-119,848.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -1.6% | -3.8% | +2.2% | -0.9% |
| 3M | +2.3% | +0.7% | +1.5% | +2.1% |
| 6M | +14.9% | +37.9% | -23.0% | +7.2% |
| YTD | +7.5% | +21.9% | -14.5% | +2.1% |
| 1Y | +55.7% | +31.4% | +24.3% | +45.3% |
| 3Y | +110.6% | -11.4% | +122.0% | +105.0% |
| 5Y | +363.4% | +2.5% | +360.9% | +336.1% |
| 10Y | +1,649.0% | +242.9% | +1,406.1% | +1,164.9% |
| All | +17,561.1% | +137,409.5% | -119,848.4% | +3,784.8% |
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 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