-3.4%
UNH vs COMP
-12.0%
+8.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.6% |
| 7D | +2.4% | +8.9% | -6.5% | +2.1% |
| 30D | +7.2% | +14.0% | -6.7% | +6.9% |
| 3M | +0.5% | -21.1% | +21.6% | +0.9% |
| 6M | +3.4% | +20.1% | -16.7% | +2.7% |
| YTD | +25.2% | -5.0% | +30.2% | +24.8% |
| 1Y | +22.7% | +5.7% | +17.0% | +22.0% |
| 3Y | -20.3% | +412.2% | -432.5% | -22.9% |
| 5Y | -3.4% | -12.1% | +8.7% | -0.2% |
| All | -3.4% | -12.0% | +8.6% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling