+251.6%
ORCL vs UNH
+236.6%
+15.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -15.3% | +4.8% | -20.1% | -16.3% |
| 3M | -18.2% | -1.7% | -16.5% | -17.9% |
| 6M | -38.4% | +5.9% | -44.3% | -39.5% |
| YTD | -37.7% | +22.8% | -60.6% | -41.7% |
| 1Y | -49.3% | +25.9% | -75.2% | -53.0% |
| 3Y | +10.6% | -21.4% | +32.1% | +11.8% |
| 5Y | +35.5% | -6.3% | +41.8% | +25.8% |
| 10Y | +251.6% | +231.0% | +20.6% | +138.3% |
| All | +251.6% | +236.6% | +15.0% | +138.3% |
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