+819.6%
UNH vs BR
+1,281.7%
-462.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -1.7% | -5.0% | +3.4% | +0.6% |
| 30D | -3.8% | -2.5% | -1.4% | -2.9% |
| 3M | -4.3% | +13.5% | -17.8% | -10.6% |
| 6M | +38.6% | -9.4% | +48.0% | +43.1% |
| YTD | +20.7% | -23.3% | +44.0% | +33.9% |
| 1Y | +16.0% | -31.6% | +47.6% | +36.0% |
| 3Y | -13.5% | -5.1% | -8.4% | -15.4% |
| 5Y | +3.5% | +8.2% | -4.7% | -7.9% |
| 10Y | +245.3% | +189.8% | +55.5% | +77.4% |
| All | +819.6% | +1,281.7% | -462.1% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling