+157.0%
UNH vs IR
+271.1%
-114.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -4.5% | -4.5% | -0.1% | -3.5% |
| 30D | -6.5% | -13.9% | +7.4% | -3.0% |
| 3M | -6.0% | -0.3% | -5.6% | -6.2% |
| 6M | +33.7% | -14.3% | +48.0% | +37.8% |
| YTD | +16.4% | -7.9% | +24.3% | +17.4% |
| 1Y | +10.1% | -9.9% | +20.0% | +11.5% |
| 3Y | -16.3% | +6.5% | -22.8% | -20.8% |
| 5Y | +2.1% | +34.0% | -31.9% | -11.4% |
| All | +157.0% | +271.1% | -114.0% | +72.8% |
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