+10.1%
UNH vs BAX
-0.4%
+10.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -4.5% | -7.9% | +3.3% | -3.5% |
| 30D | -6.5% | -11.7% | +5.1% | -4.9% |
| 3M | -6.0% | +16.2% | -22.2% | -8.4% |
| 6M | +33.7% | +32.0% | +1.7% | +27.2% |
| YTD | +16.4% | +24.7% | -8.3% | +8.8% |
| 1Y | +10.1% | -2.6% | +12.7% | +6.2% |
| All | +10.1% | -0.4% | +10.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling