-1.2%
UNH vs BROS
+35.1%
-36.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.4% |
| 7D | -4.5% | -5.8% | +1.2% | -4.3% |
| 30D | -6.5% | -14.0% | +7.4% | -5.9% |
| 3M | -6.0% | -32.5% | +26.5% | -4.3% |
| 6M | +33.7% | -14.9% | +48.6% | +34.3% |
| YTD | +16.4% | -28.3% | +44.7% | +17.8% |
| 1Y | +10.1% | -34.0% | +44.1% | +11.6% |
| 3Y | -16.3% | +63.0% | -79.3% | -19.5% |
| All | -1.2% | +35.1% | -36.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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