+4.6%
UNH vs GSK
+47.2%
-42.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -3.2% | -5.4% | +2.2% | -2.0% |
| 30D | -3.5% | -4.6% | +1.1% | -2.6% |
| 3M | -4.2% | -5.1% | +0.9% | -3.3% |
| 6M | +38.3% | -11.4% | +49.7% | +41.4% |
| YTD | +19.2% | +0.7% | +18.5% | +17.7% |
| 1Y | +15.0% | +23.0% | -8.1% | +7.4% |
| 3Y | -14.5% | +48.0% | -62.5% | -25.2% |
| 5Y | +4.6% | +48.2% | -43.6% | -9.3% |
| All | +4.6% | +47.2% | -42.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling