-20.5%
UNH vs BIYA
-99.8%
+79.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -1.0% |
| 7D | +1.1% | +1.3% | -0.3% | +1.1% |
| 30D | -3.8% | -21.0% | +17.2% | -4.0% |
| 3M | +0.7% | -74.3% | +75.1% | +0.7% |
| 6M | +37.9% | -84.6% | +122.5% | +37.2% |
| YTD | +21.9% | -94.2% | +116.1% | +17.3% |
| 1Y | +31.4% | -98.2% | +129.6% | +19.6% |
| All | -20.5% | -99.8% | +79.2% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling