+225.1%
UNH vs C
+218.7%
+6.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +6.5% | -5.3% | +11.8% | +8.0% |
| 3M | +0.8% | -8.0% | +8.8% | +3.0% |
| 6M | +6.1% | -0.3% | +6.3% | +5.5% |
| YTD | +24.5% | +8.6% | +15.8% | +19.9% |
| 1Y | +26.3% | +25.8% | +0.5% | +16.4% |
| 3Y | -20.7% | +221.2% | -241.9% | -47.3% |
| 5Y | -3.6% | +113.6% | -117.1% | -27.9% |
| 10Y | +225.1% | +218.3% | +6.7% | +97.8% |
| All | +225.1% | +218.7% | +6.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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