+1,872.1%
T vs UNH
+137,409.5%
-135,537.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | +11.4% | -3.8% | +15.1% | +12.0% |
| 3M | +14.3% | +0.7% | +13.5% | +14.1% |
| 6M | -9.3% | +37.9% | -47.1% | -13.8% |
| YTD | +7.1% | +21.9% | -14.8% | +3.1% |
| 1Y | -9.1% | +31.4% | -40.5% | -13.6% |
| 3Y | +105.3% | -11.4% | +116.7% | +102.4% |
| 5Y | +66.8% | +2.5% | +64.3% | +59.8% |
| 10Y | +66.8% | +242.9% | -176.1% | +32.7% |
| All | +1,872.1% | +137,409.5% | -135,537.4% | +652.6% |
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