+10.1%
UNH vs GSK
+21.8%
-11.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.5% | -3.5% | -1.0% | -4.5% |
| 30D | -6.5% | -3.4% | -3.1% | -6.5% |
| 3M | -6.0% | -8.1% | +2.1% | -5.9% |
| 6M | +33.7% | -11.1% | +44.8% | +32.9% |
| YTD | +16.4% | +0.7% | +15.7% | +16.0% |
| 1Y | +10.1% | +20.1% | -10.1% | +10.7% |
| All | +10.1% | +21.8% | -11.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling