+216.1%
UNH vs ARWR
+1,024.2%
-808.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | +3.4% | -17.8% | +21.2% | +4.6% |
| 30D | +3.0% | -18.1% | +21.1% | +4.3% |
| 3M | +2.7% | -44.2% | +46.9% | +6.6% |
| 6M | +2.8% | -38.6% | +41.4% | +5.6% |
| YTD | +25.9% | -28.0% | +53.9% | +27.6% |
| 1Y | +25.8% | +16.1% | +9.7% | +23.0% |
| 3Y | -20.0% | +84.0% | -104.0% | -26.6% |
| 5Y | -2.8% | -35.4% | +32.5% | -6.0% |
| All | +216.1% | +1,024.2% | -808.2% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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