+4.9%
UNH vs BTDR
+23.3%
-18.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -1.9% |
| 7D | -1.7% | +14.8% | -16.5% | -1.7% |
| 30D | -3.8% | +41.8% | -45.6% | -4.0% |
| 3M | -4.3% | -29.2% | +24.9% | -4.2% |
| 6M | +38.6% | +66.2% | -27.6% | +38.1% |
| YTD | +20.7% | +10.0% | +10.7% | +20.3% |
| 1Y | +16.0% | -11.0% | +27.0% | +15.8% |
| 3Y | -13.5% | +6.9% | -20.4% | -13.6% |
| 5Y | +3.5% | +24.7% | -21.2% | +4.0% |
| All | +4.9% | +23.3% | -18.4% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling