+137,274.1%
UNH vs BMY
+1,722.2%
+135,551.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +2.1% |
| 7D | +1.1% | -3.3% | +4.5% | +2.3% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -0.8% | +17.7% | -18.6% | -6.8% |
| 6M | +41.8% | +9.6% | +32.2% | +36.3% |
| YTD | +23.1% | +24.0% | -0.9% | +12.7% |
| 1Y | +28.5% | +45.1% | -16.6% | +10.7% |
| 3Y | -11.8% | +22.5% | -34.3% | -21.2% |
| 5Y | +5.3% | +22.3% | -16.9% | -6.4% |
| 10Y | +247.4% | +62.0% | +185.5% | +172.1% |
| All | +137,274.1% | +1,722.2% | +135,551.9% | +22,823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling