+236.3%
UNH vs BP
+137.6%
+98.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -3.2% | +5.7% | -8.9% | -4.4% |
| 30D | -3.5% | +8.1% | -11.5% | -5.2% |
| 3M | -4.2% | +8.6% | -12.8% | -6.3% |
| 6M | +38.3% | +18.1% | +20.2% | +32.1% |
| YTD | +19.2% | +37.6% | -18.4% | +9.4% |
| 1Y | +15.0% | +39.4% | -24.4% | +4.9% |
| 3Y | -14.5% | +40.1% | -54.6% | -23.3% |
| 5Y | +4.6% | +141.3% | -136.7% | -22.5% |
| All | +236.3% | +137.6% | +98.7% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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