+270.3%
ORCL vs UNH
+226.7%
+43.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +8.0% | +3.4% | +4.6% | +7.1% |
| 30D | -4.0% | +3.0% | -7.0% | -4.6% |
| 3M | -19.5% | +2.7% | -22.2% | -20.1% |
| 6M | -33.5% | +2.8% | -36.2% | -34.2% |
| YTD | -34.8% | +25.9% | -60.7% | -39.4% |
| 1Y | -41.6% | +25.8% | -67.4% | -45.8% |
| 3Y | +13.8% | -20.0% | +33.8% | +14.6% |
| 5Y | +43.4% | -2.8% | +46.2% | +31.6% |
| All | +270.3% | +226.7% | +43.6% | +144.7% |
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