+47.0%
QCOM vs UNH
-21.1%
+68.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.5% |
| 7D | +0.4% | -3.2% | +3.5% | +0.6% |
| 30D | -6.6% | +4.8% | -11.4% | -6.8% |
| 3M | +3.7% | -1.8% | +5.5% | +3.9% |
| 6M | -13.3% | +8.6% | -21.9% | -13.9% |
| YTD | -1.8% | +21.8% | -23.5% | -3.8% |
| 1Y | -2.5% | +25.8% | -28.3% | -4.7% |
| 3Y | +47.0% | -21.3% | +68.3% | +42.9% |
| All | +47.0% | -21.1% | +68.0% | +42.9% |
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