+228.4%
UNH vs COP
+345.8%
-117.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | +2.3% | -6.8% | -5.0% |
| 30D | -6.5% | +8.6% | -15.1% | -8.2% |
| 3M | -6.0% | +19.9% | -25.8% | -9.7% |
| 6M | +33.7% | +19.0% | +14.6% | +28.1% |
| YTD | +16.4% | +50.0% | -33.6% | +6.0% |
| 1Y | +10.1% | +50.5% | -40.4% | -0.1% |
| 3Y | -16.3% | +25.2% | -41.5% | -22.4% |
| 5Y | +2.1% | +194.3% | -192.2% | -26.6% |
| All | +228.4% | +345.8% | -117.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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