+8,434.7%
SHOP vs UNH
+296.4%
+8,138.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -5.1% | +1.1% | -6.2% | -5.4% |
| 30D | +0.6% | -3.8% | +4.4% | +1.6% |
| 3M | +25.0% | +0.7% | +24.3% | +24.7% |
| 6M | +11.9% | +37.9% | -26.0% | +1.4% |
| YTD | -9.9% | +21.9% | -31.8% | -16.3% |
| 1Y | 0.0% | +31.4% | -31.4% | -9.5% |
| 3Y | +117.5% | -11.4% | +128.9% | +107.4% |
| 5Y | -6.6% | +2.5% | -9.2% | -18.9% |
| 10Y | +3,320.3% | +242.9% | +3,077.5% | +1,675.7% |
| All | +8,434.7% | +296.4% | +8,138.3% | +4,182.9% |
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 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