+910.0%
UNH vs CAPR
-99.0%
+1,009.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.6% | +0.8% |
| 7D | -0.7% | +36.0% | -36.8% | -1.0% |
| 30D | +4.8% | +25.8% | -21.0% | +4.5% |
| 3M | -1.7% | +140.8% | -142.6% | -2.9% |
| 6M | +5.9% | -67.6% | +73.5% | +6.2% |
| YTD | +22.8% | -65.9% | +88.7% | +23.1% |
| 1Y | +25.9% | +66.1% | -40.2% | +21.3% |
| 3Y | -21.4% | +256.9% | -278.3% | -26.0% |
| 5Y | -6.3% | +172.1% | -178.4% | -12.1% |
| 10Y | +231.0% | -64.7% | +295.7% | +199.9% |
| All | +910.0% | -99.0% | +1,009.0% | +772.3% |
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