-15.7%
SHOP vs UNH
+3.3%
-19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.5% | -5.3% |
| 7D | -10.6% | -1.7% | -9.0% | -10.5% |
| 30D | -18.3% | -3.8% | -14.5% | -18.0% |
| 3M | +14.8% | -4.3% | +19.1% | +15.4% |
| 6M | -5.0% | +38.6% | -43.6% | -8.1% |
| YTD | -21.2% | +20.7% | -41.9% | -23.1% |
| 1Y | -11.6% | +16.0% | -27.6% | -13.3% |
| 3Y | +101.2% | -13.5% | +114.7% | +96.1% |
| 5Y | -15.7% | +3.5% | -19.2% | -27.3% |
| All | -15.7% | +3.3% | -19.0% | -27.3% |
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