+8,928.8%
UNH vs BB
+258.8%
+8,670.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -5.6% | +6.7% | +1.4% |
| 30D | -3.8% | -11.8% | +8.0% | -3.1% |
| 3M | +0.7% | -25.5% | +26.3% | +2.1% |
| 6M | +37.9% | +121.3% | -83.4% | +30.2% |
| YTD | +21.9% | +103.2% | -81.2% | +15.7% |
| 1Y | +31.4% | +102.6% | -71.3% | +24.4% |
| 3Y | -11.4% | +37.5% | -48.9% | -16.0% |
| 5Y | +2.5% | -30.4% | +33.0% | -0.2% |
| 10Y | +242.9% | 0.0% | +242.9% | +203.2% |
| All | +8,928.8% | +258.8% | +8,670.0% | +7,147.6% |
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