-20.9%
UNH vs COP
+30.3%
-51.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -1.6% | +0.7% | -2.2% | -1.6% |
| 30D | +6.5% | +0.2% | +6.2% | +6.4% |
| 3M | +0.8% | +10.2% | -9.4% | +0.2% |
| 6M | +6.1% | +20.1% | -14.0% | +4.8% |
| YTD | +24.5% | +50.5% | -26.0% | +21.4% |
| 1Y | +26.3% | +56.8% | -30.5% | +23.0% |
| All | -20.9% | +30.3% | -51.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling