-0.5%
UNH vs BG
+81.8%
-82.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.2% |
| 7D | -4.5% | +3.1% | -7.7% | -4.9% |
| 30D | -6.5% | +10.2% | -16.8% | -7.6% |
| 3M | -6.0% | -1.7% | -4.3% | -5.9% |
| 6M | +33.7% | +1.0% | +32.7% | +33.1% |
| YTD | +16.4% | +39.9% | -23.5% | +11.1% |
| 1Y | +10.1% | +53.2% | -43.1% | +3.7% |
| 3Y | -16.3% | +16.3% | -32.6% | -18.2% |
| All | -0.5% | +81.8% | -82.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling