+5.3%
UNH vs ADP
+47.6%
-42.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.1% |
| 7D | +1.1% | -5.5% | +6.6% | +3.1% |
| 30D | -1.5% | -1.2% | -0.3% | -1.3% |
| 3M | -0.8% | +17.9% | -18.7% | -7.1% |
| 6M | +41.8% | +20.3% | +21.5% | +31.5% |
| YTD | +23.1% | +5.8% | +17.2% | +19.9% |
| 1Y | +28.5% | -7.7% | +36.2% | +32.0% |
| 3Y | -11.8% | +14.7% | -26.5% | -17.4% |
| 5Y | +5.3% | +45.8% | -40.4% | -16.6% |
| All | +5.3% | +47.6% | -42.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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