+245.3%
UNH vs C
+288.6%
-43.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -1.7% | +2.6% | -4.2% | -2.4% |
| 30D | -3.8% | +1.9% | -5.7% | -4.4% |
| 3M | -4.3% | +2.8% | -7.1% | -5.3% |
| 6M | +38.6% | +30.6% | +8.1% | +27.3% |
| YTD | +20.7% | +19.9% | +0.8% | +13.2% |
| 1Y | +16.0% | +44.6% | -28.6% | +2.7% |
| 3Y | -13.5% | +272.1% | -285.6% | -45.1% |
| 5Y | +3.5% | +132.0% | -128.5% | -24.4% |
| 10Y | +245.3% | +294.7% | -49.3% | +88.1% |
| All | +245.3% | +288.6% | -43.3% | +88.1% |
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