+574.2%
UNH vs BURL
+970.5%
-396.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.2% | +4.1% | -7.2% | -3.8% |
| 30D | +4.8% | -9.5% | +14.3% | +6.5% |
| 3M | -1.8% | -33.5% | +31.7% | +4.6% |
| 6M | +8.6% | -22.1% | +30.7% | +12.2% |
| YTD | +21.8% | -14.6% | +36.3% | +23.4% |
| 1Y | +25.8% | -8.4% | +34.2% | +25.6% |
| 3Y | -21.3% | +86.6% | -107.9% | -33.6% |
| 5Y | -5.3% | -17.2% | +11.8% | -8.6% |
| 10Y | +238.1% | +256.4% | -18.3% | +129.0% |
| All | +574.2% | +970.5% | -396.4% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling