+69.0%
QCOM vs UNH
-12.1%
+81.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +3.3% | +1.1% | +2.3% | +3.3% |
| 30D | +7.7% | -3.8% | +11.5% | +7.9% |
| 3M | -30.1% | +0.7% | -30.8% | -30.2% |
| 6M | +22.8% | +37.9% | -15.0% | +19.4% |
| YTD | +0.2% | +21.9% | -21.7% | -1.8% |
| 1Y | +7.9% | +31.4% | -23.5% | +5.4% |
| All | +69.0% | -12.1% | +81.1% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling