+436.0%
META vs UNH
+236.2%
+199.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -10.8% | +6.8% | -17.6% | -12.1% |
| 3M | +7.9% | -0.3% | +8.2% | +7.8% |
| 6M | +5.4% | +7.9% | -2.5% | +3.3% |
| YTD | -2.6% | +25.1% | -27.7% | -8.7% |
| 1Y | +1.9% | +29.3% | -27.5% | -5.4% |
| 3Y | +97.0% | -20.3% | +117.2% | +98.1% |
| 5Y | +97.6% | -3.6% | +101.2% | +79.8% |
| 10Y | +436.0% | +227.5% | +208.6% | +260.1% |
| All | +436.0% | +236.2% | +199.8% | +260.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling