-1.1%
UNH vs BROS
-43.5%
+42.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | +0.2% |
| 7D | +3.4% | +6.3% | -2.9% | +3.0% |
| 30D | +3.0% | -8.3% | +11.3% | +3.4% |
| 3M | +2.7% | -29.8% | +32.5% | +4.6% |
| 6M | +2.8% | -25.8% | +28.6% | +4.2% |
| YTD | +25.9% | -41.4% | +67.2% | +28.8% |
| 1Y | +25.8% | -35.2% | +61.0% | +28.0% |
| 3Y | -20.0% | +32.8% | -52.8% | -23.0% |
| All | -1.1% | -43.5% | +42.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling