+245.3%
UNH vs ALB
+80.1%
+165.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.7% |
| 7D | -1.7% | -8.6% | +6.9% | -0.9% |
| 30D | -3.8% | -4.0% | +0.2% | -3.5% |
| 3M | -4.3% | -17.4% | +13.1% | -2.9% |
| 6M | +38.6% | -25.4% | +64.0% | +41.3% |
| YTD | +20.7% | -10.5% | +31.2% | +20.2% |
| 1Y | +16.0% | +75.8% | -59.8% | +7.2% |
| 3Y | -13.5% | -28.5% | +15.0% | -13.5% |
| 5Y | +3.5% | -45.1% | +48.6% | +3.1% |
| 10Y | +245.3% | +87.3% | +158.0% | +127.5% |
| All | +245.3% | +80.1% | +165.3% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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