+176.4%
UNH vs IR
+334.2%
-157.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.4% | +4.3% | -1.9% | +1.3% |
| 30D | +7.2% | +8.1% | -0.8% | +5.0% |
| 3M | +0.5% | +0.7% | -0.2% | 0.0% |
| 6M | +3.4% | +16.6% | -13.2% | -1.1% |
| YTD | +25.2% | +7.8% | +17.4% | +21.2% |
| 1Y | +22.7% | +9.9% | +12.8% | +18.1% |
| 3Y | -20.3% | +25.2% | -45.5% | -27.6% |
| 5Y | -3.4% | +46.8% | -50.2% | -17.9% |
| All | +176.4% | +334.2% | -157.8% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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