-11.2%
SHOP vs UNH
-2.6%
-8.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.2% | +3.4% | -4.6% | -1.6% |
| 30D | -14.7% | +3.0% | -17.7% | -15.0% |
| 3M | -7.2% | +2.7% | -9.9% | -7.5% |
| 6M | +54.2% | +2.8% | +51.4% | +53.8% |
| YTD | -8.6% | +25.9% | -34.5% | -11.1% |
| 1Y | +0.5% | +25.8% | -25.3% | -2.2% |
| 3Y | +135.9% | -20.0% | +156.0% | +138.2% |
| All | -11.2% | -2.6% | -8.6% | -22.9% |
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