+1.1%
UNH vs BTDR
+19.6%
-18.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.4% |
| 7D | -4.5% | -3.4% | -1.2% | -4.5% |
| 30D | -6.5% | +32.6% | -39.1% | -6.6% |
| 3M | -6.0% | -32.2% | +26.2% | -5.9% |
| 6M | +33.7% | +52.4% | -18.7% | +33.2% |
| YTD | +16.4% | +6.7% | +9.7% | +16.0% |
| 1Y | +10.1% | -15.2% | +25.3% | +9.9% |
| 3Y | -16.3% | +14.9% | -31.2% | -16.4% |
| 5Y | +2.1% | +20.8% | -18.7% | +2.5% |
| All | +1.1% | +19.6% | -18.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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