+169.3%
UNH vs IR
+288.5%
-119.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.8% |
| 30D | -3.8% | -15.1% | +11.4% | +0.2% |
| 3M | +0.7% | +6.1% | -5.3% | -1.1% |
| 6M | +37.9% | -16.8% | +54.7% | +43.3% |
| YTD | +21.9% | -3.5% | +25.5% | +21.6% |
| 1Y | +31.4% | -3.5% | +34.9% | +30.8% |
| 3Y | -11.4% | +9.5% | -20.9% | -16.7% |
| 5Y | +2.5% | +45.1% | -42.6% | -13.0% |
| All | +169.3% | +288.5% | -119.2% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling