+371.4%
ORCL vs UNH
+249.3%
+122.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | +15.0% | +1.1% | +13.9% | +14.7% |
| 30D | +10.5% | -1.5% | +12.1% | +10.9% |
| 3M | -23.0% | -0.8% | -22.2% | -23.0% |
| 6M | +7.0% | +41.8% | -34.8% | -2.6% |
| YTD | -15.8% | +23.1% | -38.9% | -21.1% |
| 1Y | -31.1% | +28.5% | -59.6% | -36.5% |
| 3Y | +33.3% | -11.8% | +45.0% | +28.6% |
| 5Y | +94.3% | +5.3% | +89.0% | +72.2% |
| All | +371.4% | +249.3% | +122.0% | +203.4% |
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