+236.3%
UNH vs B
+209.1%
+27.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -3.2% | -5.0% | +1.9% | -2.8% |
| 30D | -3.5% | +8.7% | -12.2% | -4.1% |
| 3M | -4.2% | +17.3% | -21.5% | -5.4% |
| 6M | +38.3% | -5.0% | +43.4% | +38.2% |
| YTD | +19.2% | +1.4% | +17.8% | +18.4% |
| 1Y | +15.0% | +50.5% | -35.5% | +10.7% |
| 3Y | -14.5% | +194.4% | -208.9% | -21.9% |
| 5Y | +4.6% | +156.7% | -152.1% | -4.1% |
| All | +236.3% | +209.1% | +27.2% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded B 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling