-19.8%
UNH vs BIYA
-99.8%
+80.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.1% | +2.7% | -1.6% | +1.2% |
| 30D | -1.5% | -18.7% | +17.2% | -1.7% |
| 3M | -0.8% | -72.0% | +71.2% | -0.8% |
| 6M | +41.8% | -86.4% | +128.2% | +40.3% |
| YTD | +23.1% | -94.2% | +117.2% | +18.4% |
| 1Y | +28.5% | -98.4% | +126.9% | +15.8% |
| All | -19.8% | -99.8% | +80.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling