+228.4%
UNH vs BMY
+63.7%
+164.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | -4.8% | +0.2% | -3.0% |
| 30D | -6.5% | -0.1% | -6.4% | -6.6% |
| 3M | -6.0% | +13.1% | -19.1% | -10.3% |
| 6M | +33.7% | +8.4% | +25.3% | +29.0% |
| YTD | +16.4% | +22.0% | -5.6% | +7.1% |
| 1Y | +10.1% | +40.3% | -30.2% | -4.2% |
| 3Y | -16.3% | +20.5% | -36.8% | -24.7% |
| 5Y | +2.1% | +23.7% | -21.6% | -9.7% |
| All | +228.4% | +63.7% | +164.7% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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