+135,813.2%
UNH vs D
+2,450.0%
+133,363.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.2% | +3.0% | -6.1% | -4.3% |
| 30D | +4.8% | +11.5% | -6.7% | +0.2% |
| 3M | -1.8% | +3.7% | -5.6% | -3.4% |
| 6M | +8.6% | +13.5% | -4.9% | +2.6% |
| YTD | +21.8% | +20.7% | +1.0% | +11.6% |
| 1Y | +25.8% | +18.2% | +7.6% | +16.3% |
| 3Y | -21.3% | +73.3% | -94.6% | -39.4% |
| 5Y | -5.3% | +12.3% | -17.6% | -13.6% |
| 10Y | +238.1% | +43.4% | +194.7% | +170.2% |
| All | +135,813.2% | +2,450.0% | +133,363.2% | +27,198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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