-11.0%
SHOP vs UNH
+15.4%
-26.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -13.2% | -3.2% | -10.1% | -12.7% |
| 30D | -17.0% | -3.5% | -13.6% | -16.6% |
| 3M | +17.0% | -4.2% | +21.2% | +18.1% |
| 6M | -2.1% | +38.3% | -40.4% | -7.1% |
| YTD | -21.4% | +19.2% | -40.6% | -25.7% |
| 1Y | -11.0% | +15.0% | -25.9% | -9.8% |
| All | -11.0% | +15.4% | -26.3% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling