-6.7%
UNH vs BURL
-17.2%
+10.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -3.2% | +4.1% | -7.2% | -3.4% |
| 30D | +4.8% | -9.5% | +14.3% | +5.3% |
| 3M | -1.8% | -33.5% | +31.7% | +0.1% |
| 6M | +8.6% | -22.1% | +30.7% | +9.7% |
| YTD | +21.8% | -14.6% | +36.3% | +22.3% |
| 1Y | +25.8% | -8.4% | +34.2% | +25.7% |
| 3Y | -21.3% | +86.6% | -107.9% | -25.0% |
| All | -6.7% | -17.2% | +10.4% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling