+402.1%
UNH vs ARKK
+358.9%
+43.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.6% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -3.8% | +5.1% | -9.0% | -4.9% |
| 3M | -4.3% | +12.7% | -17.0% | -6.8% |
| 6M | +38.6% | +13.8% | +24.8% | +34.2% |
| YTD | +20.7% | +9.9% | +10.7% | +17.4% |
| 1Y | +16.0% | +10.4% | +5.6% | +12.4% |
| 3Y | -13.5% | +93.6% | -107.1% | -27.8% |
| 5Y | +3.5% | -29.4% | +32.9% | +10.9% |
| 10Y | +245.3% | +336.9% | -91.5% | +43.3% |
| All | +402.1% | +358.9% | +43.2% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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