+449.0%
UNH vs BABA
+29.8%
+419.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +1.1% | -4.8% | +5.8% | +1.5% |
| 30D | -3.8% | -11.9% | +8.1% | -2.7% |
| 3M | +0.7% | -9.3% | +10.0% | +1.4% |
| 6M | +37.9% | -14.2% | +52.1% | +39.3% |
| YTD | +21.9% | -22.0% | +44.0% | +24.2% |
| 1Y | +31.4% | -12.7% | +44.1% | +32.0% |
| 3Y | -11.4% | +26.7% | -38.1% | -15.8% |
| 5Y | +2.5% | -29.3% | +31.9% | +3.0% |
| 10Y | +242.9% | +21.2% | +221.6% | +192.2% |
| All | +449.0% | +29.8% | +419.1% | +332.5% |
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 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