+136,006.0%
UNH vs COP
+4,537.2%
+131,468.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | +1.1% | +3.0% | -1.9% | +0.3% |
| 30D | -3.8% | +17.5% | -21.3% | -8.0% |
| 3M | +0.7% | +13.4% | -12.6% | -3.0% |
| 6M | +37.9% | +17.7% | +20.1% | +31.0% |
| YTD | +21.9% | +46.6% | -24.7% | +8.8% |
| 1Y | +31.4% | +44.6% | -13.2% | +17.2% |
| 3Y | -11.4% | +20.7% | -32.1% | -19.0% |
| 5Y | +2.5% | +185.0% | -182.5% | -29.8% |
| 10Y | +242.9% | +347.0% | -104.1% | +84.1% |
| All | +136,006.0% | +4,537.2% | +131,468.8% | +34,796.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling