+889.8%
UNH vs INDA
+111.6%
+778.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.6% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -1.5% | -2.5% | +1.0% | -0.6% |
| 3M | -0.8% | +4.0% | -4.8% | -2.5% |
| 6M | +41.8% | -1.8% | +43.6% | +42.3% |
| YTD | +23.1% | -9.2% | +32.2% | +27.2% |
| 1Y | +28.5% | -7.2% | +35.7% | +31.5% |
| 3Y | -11.8% | +9.8% | -21.6% | -17.1% |
| 5Y | +5.3% | +7.5% | -2.2% | -0.7% |
| 10Y | +247.4% | +80.8% | +166.7% | +153.3% |
| All | +889.8% | +111.6% | +778.2% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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