+48.1%
TSLA vs UNH
+1.6%
+46.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -3.4% | -3.2% | -0.2% | -2.9% |
| 30D | +9.2% | -3.5% | +12.7% | +9.8% |
| 3M | -4.7% | -4.2% | -0.6% | -4.2% |
| 6M | -8.9% | +38.3% | -47.2% | -13.9% |
| YTD | -19.2% | +19.2% | -38.4% | -22.1% |
| 1Y | +4.5% | +15.0% | -10.4% | +1.3% |
| 3Y | +46.3% | -14.5% | +60.8% | +41.8% |
| 5Y | +48.1% | +4.6% | +43.6% | +34.4% |
| All | +48.1% | +1.6% | +46.5% | +34.4% |
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