-11.8%
UNH vs IR
+8.4%
-20.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -1.5% | -13.6% | +12.1% | +0.7% |
| 3M | -0.8% | +3.7% | -4.5% | -1.6% |
| 6M | +41.8% | -13.1% | +54.9% | +44.4% |
| YTD | +23.1% | -5.1% | +28.2% | +23.2% |
| 1Y | +28.5% | -6.5% | +35.0% | +28.7% |
| 3Y | -11.8% | +8.5% | -20.3% | -10.9% |
| All | -11.8% | +8.4% | -20.1% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling