+228.4%
UNH vs BX
+673.1%
-444.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.8% | -3.0% |
| 7D | -4.5% | -5.6% | +1.1% | -3.2% |
| 30D | -6.5% | -12.2% | +5.7% | -3.5% |
| 3M | -6.0% | +7.4% | -13.4% | -8.2% |
| 6M | +33.7% | +22.2% | +11.5% | +25.7% |
| YTD | +16.4% | -14.0% | +30.4% | +19.4% |
| 1Y | +10.1% | -27.3% | +37.4% | +17.7% |
| 3Y | -16.3% | +24.5% | -40.9% | -26.0% |
| 5Y | +2.1% | +18.9% | -16.8% | -13.9% |
| All | +228.4% | +673.1% | -444.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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