+216.1%
UNH vs BABA
+8.5%
+207.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | -13.8% | +17.1% | +4.6% |
| 30D | +3.0% | -15.1% | +18.1% | +4.3% |
| 3M | +2.7% | -22.7% | +25.5% | +4.7% |
| 6M | +2.8% | -34.7% | +37.5% | +6.1% |
| YTD | +25.9% | -35.0% | +60.9% | +29.6% |
| 1Y | +25.8% | -40.4% | +66.2% | +30.4% |
| 3Y | -20.0% | +21.9% | -42.0% | -23.2% |
| 5Y | -2.8% | -39.9% | +37.0% | +0.2% |
| All | +216.1% | +8.5% | +207.6% | +214.4% |
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