+214.3%
UNH vs BURL
+244.4%
-30.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | +2.4% | +0.4% | +1.9% | +2.3% |
| 30D | +7.2% | -4.3% | +11.6% | +7.9% |
| 3M | +0.5% | -28.8% | +29.3% | +5.7% |
| 6M | +3.4% | -12.8% | +16.2% | +4.8% |
| YTD | +25.2% | -12.8% | +38.0% | +26.4% |
| 1Y | +22.7% | -12.3% | +34.9% | +23.3% |
| 3Y | -20.3% | +92.7% | -113.0% | -33.2% |
| 5Y | -3.4% | -6.5% | +3.2% | -8.4% |
| All | +214.3% | +244.4% | -30.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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