+247.4%
UNH vs BABA
+17.5%
+230.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -1.5% | -12.3% | +10.7% | -0.5% |
| 3M | -0.8% | -5.3% | +4.5% | -0.6% |
| 6M | +41.8% | -13.1% | +54.9% | +42.9% |
| YTD | +23.1% | -22.4% | +45.5% | +25.1% |
| 1Y | +28.5% | -19.5% | +48.0% | +29.9% |
| 3Y | -11.8% | +32.9% | -44.7% | -15.7% |
| 5Y | +5.3% | -29.9% | +35.2% | +7.2% |
| 10Y | +247.4% | +16.7% | +230.7% | +231.8% |
| All | +247.4% | +17.5% | +230.0% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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