+228.4%
UNH vs BR
+189.7%
+38.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.5% | -3.0% | -1.6% | -3.5% |
| 30D | -6.5% | -0.3% | -6.2% | -6.6% |
| 3M | -6.0% | +17.3% | -23.3% | -12.3% |
| 6M | +33.7% | -6.7% | +40.4% | +36.1% |
| YTD | +16.4% | -23.4% | +39.8% | +27.9% |
| 1Y | +10.1% | -32.7% | +42.7% | +27.8% |
| 3Y | -16.3% | -5.9% | -10.4% | -17.6% |
| 5Y | +2.1% | +8.4% | -6.3% | -8.1% |
| All | +228.4% | +189.7% | +38.7% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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