+228.4%
UNH vs BN
+265.2%
-36.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.5% | -5.2% | +0.6% | -3.0% |
| 30D | -6.5% | -14.5% | +7.9% | -2.0% |
| 3M | -6.0% | -15.0% | +9.0% | -1.4% |
| 6M | +33.7% | -5.4% | +39.1% | +35.0% |
| YTD | +16.4% | -16.4% | +32.8% | +21.7% |
| 1Y | +10.1% | -16.2% | +26.3% | +14.8% |
| 3Y | -16.3% | +67.5% | -83.8% | -34.6% |
| 5Y | +2.1% | +34.1% | -32.0% | -15.3% |
| All | +228.4% | +265.2% | -36.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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