+404.3%
META vs UNH
+233.5%
+170.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | -15.4% | +4.8% | -20.2% | -16.4% |
| 3M | +3.5% | -1.8% | +5.3% | +3.8% |
| 6M | -0.3% | +8.6% | -8.9% | -2.4% |
| YTD | -7.3% | +21.8% | -29.1% | -12.6% |
| 1Y | -1.1% | +25.8% | -26.9% | -7.6% |
| 3Y | +95.1% | -21.3% | +116.4% | +96.2% |
| 5Y | +80.6% | -5.3% | +85.9% | +64.7% |
| All | +404.3% | +233.5% | +170.8% | +250.9% |
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 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