+216.1%
UNH vs COP
+342.2%
-126.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | +3.4% | +4.4% | -1.0% | +2.4% |
| 30D | +3.0% | 0.0% | +3.0% | +2.8% |
| 3M | +2.7% | +15.0% | -12.3% | -0.6% |
| 6M | +2.8% | +22.0% | -19.2% | -2.1% |
| YTD | +25.9% | +55.3% | -29.5% | +13.2% |
| 1Y | +25.8% | +64.1% | -38.3% | +11.7% |
| 3Y | -20.0% | +34.1% | -54.1% | -27.1% |
| 5Y | -2.8% | +133.4% | -136.2% | -26.0% |
| All | +216.1% | +342.2% | -126.2% | +92.6% |
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