+228.4%
UNH vs BIIB
-26.2%
+254.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -4.5% | -1.7% | -2.9% | -4.3% |
| 30D | -6.5% | +4.0% | -10.5% | -7.3% |
| 3M | -6.0% | +8.6% | -14.6% | -7.7% |
| 6M | +33.7% | +14.0% | +19.7% | +29.7% |
| YTD | +16.4% | +23.4% | -7.0% | +11.0% |
| 1Y | +10.1% | +45.9% | -35.8% | +1.5% |
| 3Y | -16.3% | -16.1% | -0.2% | -15.3% |
| 5Y | +2.1% | -27.6% | +29.7% | +4.4% |
| All | +228.4% | -26.2% | +254.5% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling