+225.1%
UNH vs CAPR
-59.1%
+284.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +26.5% | -27.0% | -0.8% |
| 7D | -1.6% | +25.8% | -27.4% | -1.8% |
| 30D | +6.5% | +50.2% | -43.7% | +5.9% |
| 3M | +0.8% | +185.5% | -184.7% | -0.6% |
| 6M | +6.1% | -64.8% | +70.9% | +6.3% |
| YTD | +24.5% | -61.1% | +85.6% | +24.5% |
| 1Y | +26.3% | +81.0% | -54.6% | +21.5% |
| 3Y | -20.7% | +300.7% | -321.4% | -25.6% |
| 5Y | -3.6% | +223.3% | -226.9% | -9.9% |
| 10Y | +225.1% | -58.8% | +283.8% | +192.8% |
| All | +225.1% | -59.1% | +284.1% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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