-13.2%
UNH vs ABT
+11.1%
-24.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.7% | -4.7% | +3.1% | -1.1% |
| 30D | -3.8% | -3.1% | -0.7% | -3.5% |
| 3M | -4.3% | +16.1% | -20.4% | -6.4% |
| 6M | +38.6% | -5.3% | +44.0% | +39.5% |
| YTD | +20.7% | -14.4% | +35.1% | +23.4% |
| 1Y | +16.0% | -18.4% | +34.4% | +19.5% |
| All | -13.2% | +11.1% | -24.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 3y: compounded portfolio wealth divided by compounded ABT 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…
3y analysis · Full analysis span regression · 6 months rolling