+1,411.8%
UNH vs ALNY
+3,976.7%
-2,564.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | -4.5% | -6.5% | +2.0% | -3.9% |
| 30D | -6.5% | +11.0% | -17.6% | -7.6% |
| 3M | -6.0% | -14.1% | +8.1% | -5.3% |
| 6M | +33.7% | -22.4% | +56.0% | +35.9% |
| YTD | +16.4% | -37.5% | +53.9% | +20.9% |
| 1Y | +10.1% | -46.9% | +57.0% | +16.2% |
| 3Y | -16.3% | +22.1% | -38.4% | -21.0% |
| 5Y | +2.1% | +31.2% | -29.1% | -7.2% |
| 10Y | +233.1% | +256.3% | -23.3% | +149.2% |
| All | +1,411.8% | +3,976.7% | -2,564.9% | +710.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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