+2.9%
UNH vs BURL
-11.0%
+13.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.1% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | -3.8% | -28.2% | +24.4% | -2.1% |
| 3M | +0.7% | -17.6% | +18.3% | +1.7% |
| 6M | +37.9% | -11.8% | +49.6% | +38.4% |
| YTD | +21.9% | -8.1% | +30.1% | +22.1% |
| 1Y | +31.4% | -12.0% | +43.3% | +31.6% |
| 3Y | -11.4% | +63.3% | -74.7% | -15.1% |
| All | +2.9% | -11.0% | +13.9% | +9.1% |
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