+885.6%
UNH vs BX
+846.0%
+39.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | -3.2% | -8.9% | +5.8% | -1.0% |
| 30D | -3.5% | -14.8% | +11.3% | +0.2% |
| 3M | -4.2% | +6.9% | -11.1% | -6.2% |
| 6M | +38.3% | +16.3% | +22.0% | +32.2% |
| YTD | +19.2% | -16.1% | +35.3% | +22.9% |
| 1Y | +15.0% | -26.8% | +41.7% | +22.3% |
| 3Y | -14.5% | +22.4% | -37.0% | -22.6% |
| 5Y | +4.6% | +16.0% | -11.4% | -8.7% |
| 10Y | +241.1% | +646.9% | -405.8% | +80.2% |
| All | +885.6% | +846.0% | +39.6% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling