+4.6%
TSLA vs UNH
+33.2%
-28.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +1.5% | +1.1% | +0.5% | +1.4% |
| 30D | +10.1% | -3.8% | +13.9% | +10.7% |
| 3M | -15.4% | +0.7% | -16.1% | -15.5% |
| 6M | -12.8% | +37.9% | -50.6% | -16.7% |
| YTD | -21.3% | +21.9% | -43.2% | -24.3% |
| 1Y | +4.6% | +31.4% | -26.8% | +4.0% |
| All | +4.6% | +33.2% | -28.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling