-0.5%
UNH vs IT
-42.9%
+42.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.6% | -2.9% |
| 7D | -4.5% | -3.7% | -0.9% | -4.2% |
| 30D | -6.5% | +0.1% | -6.6% | -6.7% |
| 3M | -6.0% | +20.7% | -26.7% | -8.7% |
| 6M | +33.7% | +12.0% | +21.7% | +30.5% |
| YTD | +16.4% | -28.8% | +45.2% | +20.8% |
| 1Y | +10.1% | -25.5% | +35.6% | +13.2% |
| 3Y | -16.3% | -48.8% | +32.4% | -10.6% |
| All | -0.5% | -42.9% | +42.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling