+70.3%
T vs UNH
+235.3%
-165.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.5% |
| 7D | +1.5% | -4.5% | +6.0% | +2.5% |
| 30D | +7.5% | -6.5% | +14.0% | +9.0% |
| 3M | +14.8% | -6.0% | +20.8% | +16.2% |
| 6M | -1.7% | +33.7% | -35.4% | -8.2% |
| YTD | +8.7% | +16.4% | -7.7% | +4.0% |
| 1Y | -7.5% | +10.1% | -17.5% | -10.5% |
| 3Y | +110.2% | -16.3% | +126.5% | +107.1% |
| 5Y | +71.6% | +2.1% | +69.5% | +54.7% |
| All | +70.3% | +235.3% | -165.1% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling