+51,614.1%
QCOM vs UNH
+26,111.2%
+25,502.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | +5.5% | +0.2% | +5.4% | +5.6% |
| 30D | -1.1% | +6.8% | -7.9% | -2.7% |
| 3M | +7.6% | -0.3% | +7.9% | +7.5% |
| 6M | -20.1% | +7.9% | -28.0% | -22.1% |
| YTD | +3.0% | +25.1% | -22.1% | -4.4% |
| 1Y | +3.2% | +29.3% | -26.1% | -5.1% |
| 3Y | +48.9% | -20.3% | +69.2% | +48.5% |
| 5Y | +21.1% | -3.6% | +24.6% | +14.0% |
| 10Y | +242.8% | +227.5% | +15.3% | +133.0% |
| All | +51,614.1% | +26,111.2% | +25,502.9% | +11,321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling