+231.0%
UNH vs BABA
+15.0%
+216.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.2% |
| 7D | -0.7% | +3.8% | -4.5% | -1.0% |
| 30D | +4.8% | -5.4% | +10.2% | +5.2% |
| 3M | -1.7% | -17.9% | +16.2% | -0.3% |
| 6M | +5.9% | -24.1% | +30.0% | +7.9% |
| YTD | +22.8% | -27.4% | +50.3% | +25.4% |
| 1Y | +25.9% | -36.1% | +62.0% | +29.8% |
| 3Y | -21.4% | +35.4% | -56.8% | -25.0% |
| 5Y | -6.3% | -30.1% | +23.8% | -5.0% |
| 10Y | +231.0% | +15.8% | +215.1% | +238.5% |
| All | +231.0% | +15.0% | +216.0% | +238.5% |
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