-23.2%
UNH vs BOXX
+18.5%
-41.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -6.5% | +0.3% | -6.8% | -7.4% |
| 3M | -6.0% | +1.0% | -7.0% | -8.9% |
| 6M | +33.7% | +1.9% | +31.7% | +26.3% |
| YTD | +16.4% | +2.7% | +13.7% | +8.8% |
| 1Y | +10.1% | +4.0% | +6.0% | +2.8% |
| 3Y | -16.3% | +14.7% | -31.0% | -3.1% |
| All | -23.2% | +18.5% | -41.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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