+64.2%
T vs UNH
+3.3%
+60.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.6% |
| 7D | -3.1% | -1.7% | -1.4% | -2.9% |
| 30D | +4.6% | -3.8% | +8.4% | +4.9% |
| 3M | +12.2% | -4.3% | +16.5% | +12.6% |
| 6M | -6.5% | +38.6% | -45.1% | -9.4% |
| YTD | +4.9% | +20.7% | -15.8% | +2.8% |
| 1Y | -10.5% | +16.0% | -26.5% | -12.0% |
| 3Y | +104.6% | -13.5% | +118.1% | +101.3% |
| 5Y | +64.2% | +3.5% | +60.7% | +49.2% |
| All | +64.2% | +3.3% | +60.9% | +49.2% |
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