+36.2%
QCOM vs UNH
+3.9%
+32.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.2% | +3.0% |
| 7D | +5.1% | +1.1% | +3.9% | +4.9% |
| 30D | +4.3% | -1.5% | +5.8% | +4.5% |
| 3M | -19.6% | -0.8% | -18.8% | -19.7% |
| 6M | +29.5% | +41.8% | -12.3% | +21.8% |
| YTD | +3.4% | +23.1% | -19.7% | -0.9% |
| 1Y | +10.9% | +28.5% | -17.6% | +5.6% |
| 3Y | +74.8% | -11.8% | +86.5% | +66.6% |
| 5Y | +36.2% | +5.3% | +30.8% | +19.3% |
| All | +36.2% | +3.9% | +32.3% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling