-0.9%
TSLA vs UNH
+11.5%
-12.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | +3.2% | -4.5% | +7.8% | +3.8% |
| 30D | +11.6% | -6.5% | +18.1% | +12.5% |
| 3M | -8.4% | -6.0% | -2.5% | -7.7% |
| 6M | -10.4% | +33.7% | -44.0% | -14.1% |
| YTD | -18.7% | +16.4% | -35.1% | -21.4% |
| 1Y | -0.9% | +10.1% | -11.0% | +2.2% |
| All | -0.9% | +11.5% | -12.4% | +2.2% |
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 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