+245.3%
UNH vs IBB
+122.2%
+123.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | -1.7% | -3.9% | +2.2% | +0.2% |
| 30D | -3.8% | +2.7% | -6.6% | -5.3% |
| 3M | -4.3% | +21.4% | -25.6% | -13.0% |
| 6M | +38.6% | +20.1% | +18.6% | +26.3% |
| YTD | +20.7% | +21.9% | -1.2% | +8.8% |
| 1Y | +16.0% | +44.1% | -28.1% | -3.6% |
| 3Y | -13.5% | +63.4% | -76.8% | -33.6% |
| 5Y | +3.5% | +19.8% | -16.2% | -7.3% |
| 10Y | +245.3% | +127.0% | +118.3% | +114.5% |
| All | +245.3% | +122.2% | +123.1% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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