+9,220.5%
UNH vs BB
+314.8%
+8,905.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | +3.4% | +1.8% | +1.5% | +3.2% |
| 30D | +3.0% | +8.1% | -5.1% | +2.4% |
| 3M | +2.7% | -1.0% | +3.7% | +2.4% |
| 6M | +2.8% | +45.9% | -43.1% | -0.5% |
| YTD | +25.9% | +134.8% | -109.0% | +18.1% |
| 1Y | +25.8% | +104.6% | -78.8% | +18.9% |
| 3Y | -20.0% | +152.8% | -172.9% | -27.0% |
| 5Y | -2.8% | -17.4% | +14.6% | -6.4% |
| 10Y | +228.7% | +22.4% | +206.3% | +186.4% |
| All | +9,220.5% | +314.8% | +8,905.7% | +7,296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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