+228.4%
UNH vs BAX
-38.1%
+266.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -4.5% | -7.9% | +3.3% | -2.5% |
| 30D | -6.5% | -11.7% | +5.1% | -3.5% |
| 3M | -6.0% | +16.2% | -22.2% | -10.3% |
| 6M | +33.7% | +32.0% | +1.7% | +22.5% |
| YTD | +16.4% | +24.7% | -8.3% | +7.1% |
| 1Y | +10.1% | -2.6% | +12.7% | +8.3% |
| 3Y | -16.3% | -35.0% | +18.7% | -10.7% |
| 5Y | +2.1% | -67.6% | +69.7% | +45.2% |
| All | +228.4% | -38.1% | +266.5% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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