+3,410.1%
UNH vs IBB
+560.8%
+2,849.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | +1.1% | +1.4% | -0.4% | +0.4% |
| 30D | -3.8% | +10.5% | -14.3% | -8.4% |
| 3M | +0.7% | +23.6% | -22.9% | -9.0% |
| 6M | +37.9% | +22.6% | +15.2% | +24.6% |
| YTD | +21.9% | +25.7% | -3.7% | +8.7% |
| 1Y | +31.4% | +51.4% | -20.0% | +7.4% |
| 3Y | -11.4% | +64.4% | -75.8% | -31.6% |
| 5Y | +2.5% | +22.1% | -19.6% | -10.5% |
| 10Y | +242.9% | +132.5% | +110.4% | +115.1% |
| All | +3,410.1% | +560.8% | +2,849.3% | +1,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling