+558.6%
QQQ vs UNH
+235.3%
+323.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.5% |
| 7D | -0.6% | -4.5% | +4.0% | +0.6% |
| 30D | -1.2% | -6.5% | +5.3% | +0.4% |
| 3M | -0.2% | -6.0% | +5.8% | +1.1% |
| 6M | +17.9% | +33.7% | -15.7% | +8.4% |
| YTD | +16.6% | +16.4% | +0.3% | +10.1% |
| 1Y | +23.0% | +10.1% | +12.9% | +17.6% |
| 3Y | +92.9% | -16.3% | +109.3% | +87.5% |
| 5Y | +95.6% | +2.1% | +93.5% | +71.3% |
| All | +558.6% | +235.3% | +323.2% | +289.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling