+448.2%
UNH vs BABA
+25.5%
+422.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.2% | +11.6% | -14.8% | -4.2% |
| 30D | +4.8% | +2.3% | +2.5% | +4.6% |
| 3M | -1.8% | -13.7% | +11.9% | -0.6% |
| 6M | +8.6% | -21.9% | +30.5% | +10.8% |
| YTD | +21.8% | -24.6% | +46.4% | +24.3% |
| 1Y | +25.8% | -34.1% | +59.9% | +30.1% |
| 3Y | -21.3% | +36.3% | -57.6% | -25.8% |
| 5Y | -5.3% | -26.7% | +21.4% | -5.7% |
| 10Y | +238.1% | +19.2% | +218.9% | +187.8% |
| All | +448.2% | +25.5% | +422.7% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling