-15.6%
UNH vs ALAB
+490.6%
-506.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.8% | -10.7% | -0.8% |
| 7D | +1.1% | +7.2% | -6.2% | +1.2% |
| 30D | -3.8% | -2.5% | -1.3% | -3.8% |
| 3M | +0.7% | -13.3% | +14.0% | +0.6% |
| 6M | +37.9% | +172.8% | -135.0% | +39.7% |
| YTD | +21.9% | +86.6% | -64.7% | +22.8% |
| 1Y | +31.4% | +65.2% | -33.8% | +32.2% |
| All | -15.6% | +490.6% | -506.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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