+7,227.8%
UNH vs A
+543.3%
+6,684.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +3.4% | -0.5% | +3.8% | +3.4% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | +2.7% | +16.7% | -14.0% | -0.2% |
| 6M | +2.8% | +54.8% | -52.0% | -5.3% |
| YTD | +25.9% | +28.8% | -2.9% | +19.4% |
| 1Y | +25.8% | +19.3% | +6.5% | +20.9% |
| 3Y | -20.0% | +65.5% | -85.6% | -28.5% |
| 5Y | -2.8% | +12.1% | -14.9% | -8.0% |
| 10Y | +228.7% | +305.4% | -76.7% | +152.3% |
| All | +7,227.8% | +543.3% | +6,684.5% | +4,562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling