+247.4%
UNH vs BA
+73.1%
+174.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.1% | +2.5% | -1.3% | +0.7% |
| 30D | -1.5% | -10.1% | +8.6% | +0.5% |
| 3M | -0.8% | -2.4% | +1.6% | -0.7% |
| 6M | +41.8% | -8.8% | +50.6% | +43.5% |
| YTD | +23.1% | -2.9% | +26.0% | +23.0% |
| 1Y | +28.5% | -8.8% | +37.3% | +29.7% |
| 3Y | -11.8% | -0.3% | -11.5% | -14.6% |
| 5Y | +5.3% | -0.3% | +5.7% | -1.2% |
| 10Y | +247.4% | +72.3% | +175.1% | +142.8% |
| All | +247.4% | +73.1% | +174.4% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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