+247.4%
UNH vs CB
+214.7%
+32.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.5% |
| 7D | +1.1% | -0.6% | +1.8% | +1.4% |
| 30D | -1.5% | -3.9% | +2.4% | +0.1% |
| 3M | -0.8% | +4.9% | -5.8% | -3.1% |
| 6M | +41.8% | +3.3% | +38.6% | +39.2% |
| YTD | +23.1% | +8.5% | +14.6% | +18.0% |
| 1Y | +28.5% | +22.1% | +6.5% | +16.8% |
| 3Y | -11.8% | +70.1% | -81.9% | -32.4% |
| 5Y | +5.3% | +97.4% | -92.0% | -26.0% |
| 10Y | +247.4% | +216.8% | +30.6% | +90.8% |
| All | +247.4% | +214.7% | +32.8% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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