-25.0%
QCOM vs UNH
+7.2%
-32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.6% |
| 7D | +2.0% | -1.6% | +3.5% | +1.4% |
| 30D | +1.2% | +6.5% | -5.2% | +4.7% |
| 3M | +9.1% | +0.8% | +8.3% | +9.7% |
| 6M | -25.0% | +6.1% | -31.0% | -17.2% |
| All | -25.0% | +7.2% | -32.2% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling