-14.3%
UNH vs CVS
+62.0%
-76.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | -2.0% | -1.2% | -2.2% |
| 30D | -3.5% | +1.9% | -5.4% | -4.5% |
| 3M | -4.2% | -2.2% | -2.0% | -3.3% |
| 6M | +38.3% | +26.7% | +11.6% | +21.7% |
| YTD | +19.2% | +22.9% | -3.7% | +7.8% |
| 1Y | +15.0% | +32.9% | -17.9% | +0.4% |
| All | -14.3% | +62.0% | -76.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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