+902.6%
UNH vs CAPR
-99.1%
+1,001.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.1% | -2.0% | +3.0% | +1.1% |
| 30D | -3.8% | +139.2% | -143.0% | -4.8% |
| 3M | +0.7% | -66.4% | +67.1% | +1.1% |
| 6M | +37.9% | -63.1% | +101.0% | +38.2% |
| YTD | +21.9% | -67.4% | +89.4% | +22.3% |
| 1Y | +31.4% | +58.2% | -26.9% | +26.6% |
| 3Y | -11.4% | +42.2% | -53.6% | -15.8% |
| 5Y | +2.5% | +87.3% | -84.7% | -3.4% |
| 10Y | +242.9% | -75.3% | +318.1% | +212.0% |
| All | +902.6% | -99.1% | +1,001.7% | +767.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling