+3,036.2%
SPY vs UNH
+13,255.3%
-10,219.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +2.6% | +3.4% | -0.8% | +1.8% |
| 30D | -2.0% | +3.0% | -5.0% | -2.6% |
| 3M | -2.8% | +2.7% | -5.5% | -3.5% |
| 6M | +2.1% | +2.8% | -0.6% | +1.2% |
| YTD | +11.5% | +25.9% | -14.4% | +4.4% |
| 1Y | +13.5% | +25.8% | -12.3% | +6.2% |
| 3Y | +77.7% | -20.0% | +97.7% | +77.5% |
| 5Y | +72.6% | -2.8% | +75.4% | +63.6% |
| 10Y | +308.2% | +228.7% | +79.5% | +190.7% |
| All | +3,036.2% | +13,255.3% | -10,219.1% | +1,054.1% |
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 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