+10.1%
UNH vs BRO
-27.7%
+37.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | -7.3% | +2.8% | -2.5% |
| 30D | -6.5% | -6.9% | +0.3% | -4.7% |
| 3M | -6.0% | +10.7% | -16.7% | -10.0% |
| 6M | +33.7% | -2.7% | +36.4% | +35.0% |
| YTD | +16.4% | -16.3% | +32.7% | +29.6% |
| 1Y | +10.1% | -29.1% | +39.2% | +25.5% |
| All | +10.1% | -27.7% | +37.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling