-0.8%
MSFT vs UNH
+15.4%
-16.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | -2.1% | -3.5% | +1.4% | -1.9% |
| 3M | +24.2% | -4.2% | +28.3% | +24.5% |
| 6M | +21.9% | +38.3% | -16.5% | +20.2% |
| YTD | +2.5% | +19.2% | -16.7% | -0.4% |
| 1Y | -0.8% | +15.0% | -15.7% | -0.5% |
| All | -0.8% | +15.4% | -16.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling