+240.5%
UNH vs B
+217.1%
+23.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.0% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | -3.8% | +9.5% | -13.3% | -4.5% |
| 3M | -4.3% | +14.3% | -18.6% | -5.4% |
| 6M | +38.6% | -1.9% | +40.5% | +38.2% |
| YTD | +20.7% | +4.1% | +16.6% | +19.6% |
| 1Y | +16.0% | +56.1% | -40.1% | +11.4% |
| 3Y | -13.5% | +202.0% | -215.5% | -21.1% |
| 5Y | +3.5% | +158.8% | -155.3% | -5.1% |
| All | +240.5% | +217.1% | +23.3% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling