+236.3%
UNH vs A
+247.2%
-10.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -3.2% | -4.6% | +1.4% | -1.7% |
| 30D | -3.5% | -4.3% | +0.8% | -2.3% |
| 3M | -4.2% | +8.9% | -13.1% | -7.2% |
| 6M | +38.3% | +24.5% | +13.8% | +26.7% |
| YTD | +19.2% | +5.8% | +13.4% | +15.3% |
| 1Y | +15.0% | +16.2% | -1.3% | +7.3% |
| 3Y | -14.5% | +28.5% | -43.0% | -26.9% |
| 5Y | +4.6% | -16.3% | +20.9% | +6.4% |
| All | +236.3% | +247.2% | -10.8% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling