-21.4%
UNH vs BURL
+95.8%
-117.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.7% |
| 7D | -0.7% | +7.7% | -8.4% | -1.0% |
| 30D | +4.8% | -7.1% | +12.0% | +5.1% |
| 3M | -1.7% | -30.3% | +28.6% | -0.6% |
| 6M | +5.9% | -15.5% | +21.4% | +6.4% |
| YTD | +22.8% | -11.0% | +33.8% | +22.9% |
| 1Y | +25.9% | -8.4% | +34.3% | +25.6% |
| 3Y | -21.4% | +96.7% | -118.1% | -22.5% |
| All | -21.4% | +95.8% | -117.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling