-13.2%
UNH vs BAX
-33.8%
+20.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -1.7% | -5.1% | +3.4% | -1.1% |
| 30D | -3.8% | -12.2% | +8.3% | -2.5% |
| 3M | -4.3% | +21.8% | -26.1% | -6.5% |
| 6M | +38.6% | +36.3% | +2.3% | +33.4% |
| YTD | +20.7% | +27.8% | -7.1% | +16.2% |
| 1Y | +16.0% | -0.1% | +16.1% | +14.0% |
| All | -13.2% | -33.8% | +20.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling