+133,470.8%
MSFT vs UNH
+137,409.6%
-3,938.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +2.7% | -3.8% | +6.5% | +3.5% |
| 3M | +17.0% | +0.7% | +16.2% | +16.6% |
| 6M | +23.8% | +37.9% | -14.0% | +14.7% |
| YTD | +4.0% | +21.9% | -18.0% | -1.8% |
| 1Y | -0.8% | +31.4% | -32.2% | -8.3% |
| 3Y | +55.6% | -11.4% | +67.0% | +51.2% |
| 5Y | +72.9% | +2.5% | +70.4% | +61.6% |
| 10Y | +875.8% | +242.9% | +632.9% | +594.6% |
| All | +133,470.8% | +137,409.6% | -3,938.7% | +21,182.2% |
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