-0.5%
UNH vs BRKR
-39.7%
+39.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -4.5% | -8.7% | +4.1% | -3.5% |
| 30D | -6.5% | -9.9% | +3.3% | -5.4% |
| 3M | -6.0% | -3.1% | -2.9% | -6.3% |
| 6M | +33.7% | +45.5% | -11.8% | +25.3% |
| YTD | +16.4% | +13.7% | +2.7% | +12.8% |
| 1Y | +10.1% | +67.4% | -57.4% | +0.7% |
| 3Y | -16.3% | -13.2% | -3.1% | -19.8% |
| All | -0.5% | -39.7% | +39.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling