+5.3%
UNH vs CAPR
+87.6%
-82.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.0% |
| 7D | +1.1% | -9.5% | +10.6% | +1.2% |
| 30D | -1.5% | +121.5% | -123.0% | -2.4% |
| 3M | -0.8% | -65.4% | +64.5% | -0.5% |
| 6M | +41.8% | -67.5% | +109.3% | +42.3% |
| YTD | +23.1% | -68.6% | +91.7% | +23.5% |
| 1Y | +28.5% | +42.7% | -14.2% | +24.4% |
| 3Y | -11.8% | +43.4% | -55.1% | -16.6% |
| 5Y | +5.3% | +86.0% | -80.7% | -3.0% |
| All | +5.3% | +87.6% | -82.2% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling