+3,094.0%
SPY vs UNH
+12,837.4%
-9,743.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +0.1% | -3.8% | +3.8% | +0.9% |
| 3M | +2.0% | +0.7% | +1.3% | +1.6% |
| 6M | +13.0% | +37.9% | -24.9% | +4.7% |
| YTD | +13.5% | +21.9% | -8.4% | +7.2% |
| 1Y | +20.0% | +31.4% | -11.4% | +11.1% |
| 3Y | +77.2% | -11.4% | +88.6% | +72.6% |
| 5Y | +81.9% | +2.5% | +79.3% | +70.2% |
| 10Y | +314.1% | +242.9% | +71.2% | +192.5% |
| All | +3,094.0% | +12,837.4% | -9,743.4% | +1,085.1% |
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