+447.1%
META vs UNH
+224.8%
+222.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +3.1% | +2.4% | +0.7% | +2.5% |
| 30D | -18.2% | +7.2% | -25.5% | -19.6% |
| 3M | +7.8% | +0.5% | +7.3% | +7.5% |
| 6M | +3.6% | +3.4% | +0.2% | +2.5% |
| YTD | -5.3% | +25.2% | -30.4% | -11.2% |
| 1Y | +2.7% | +22.7% | -19.9% | -3.4% |
| 3Y | +91.5% | -20.3% | +111.8% | +92.6% |
| 5Y | +84.7% | -3.4% | +88.1% | +67.7% |
| All | +447.1% | +224.8% | +222.3% | +235.4% |
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