+247.4%
UNH vs ACWI
+226.0%
+21.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +1.1% | +1.1% | +0.1% | +0.3% |
| 30D | -1.5% | -0.2% | -1.3% | -1.4% |
| 3M | -0.8% | +4.7% | -5.5% | -4.5% |
| 6M | +41.8% | +14.5% | +27.3% | +26.8% |
| YTD | +23.1% | +14.6% | +8.4% | +9.7% |
| 1Y | +28.5% | +21.4% | +7.1% | +9.5% |
| 3Y | -11.8% | +77.6% | -89.4% | -46.7% |
| 5Y | +5.3% | +68.1% | -62.7% | -33.8% |
| 10Y | +247.4% | +226.1% | +21.3% | +10.5% |
| All | +247.4% | +226.0% | +21.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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