+228.4%
UNH vs COST
+611.6%
-383.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.5% |
| 7D | -4.5% | -1.2% | -3.3% | -4.1% |
| 30D | -6.5% | -4.7% | -1.8% | -4.8% |
| 3M | -6.0% | -7.1% | +1.1% | -3.4% |
| 6M | +33.7% | -8.5% | +42.2% | +37.8% |
| YTD | +16.4% | +5.4% | +11.0% | +13.2% |
| 1Y | +10.1% | -5.6% | +15.7% | +11.9% |
| 3Y | -16.3% | +68.5% | -84.8% | -36.3% |
| 5Y | +2.1% | +105.2% | -103.1% | -31.9% |
| All | +228.4% | +611.6% | -383.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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