+4.6%
UNH vs BTI
+116.2%
-111.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -3.2% | -2.0% | -1.2% | -2.8% |
| 30D | -3.5% | -3.4% | 0.0% | -2.8% |
| 3M | -4.2% | -9.0% | +4.8% | -2.6% |
| 6M | +38.3% | -5.0% | +43.3% | +39.1% |
| YTD | +19.2% | -0.3% | +19.5% | +18.3% |
| 1Y | +15.0% | +3.1% | +11.9% | +13.1% |
| 3Y | -14.5% | +111.0% | -125.5% | -32.4% |
| 5Y | +4.6% | +117.0% | -112.4% | -17.8% |
| All | +4.6% | +116.2% | -111.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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