-21.3%
UNH vs COMP
+353.8%
-375.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.1% | -0.8% |
| 7D | -3.2% | +13.4% | -16.6% | -3.6% |
| 30D | +4.8% | +11.1% | -6.3% | +4.4% |
| 3M | -1.8% | -18.8% | +17.0% | -1.4% |
| 6M | +8.6% | +10.5% | -1.9% | +7.8% |
| YTD | +21.8% | -3.4% | +25.2% | +21.3% |
| 1Y | +25.8% | +19.7% | +6.1% | +24.4% |
| 3Y | -21.3% | +381.6% | -402.9% | -19.7% |
| All | -21.3% | +353.8% | -375.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling