+134,607.8%
UNH vs ITW
+9,371.1%
+125,236.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | -1.7% | -1.9% | +0.2% | -0.9% |
| 30D | -3.8% | -10.4% | +6.5% | +0.3% |
| 3M | -4.3% | +3.5% | -7.8% | -5.8% |
| 6M | +38.6% | -3.4% | +42.0% | +39.8% |
| YTD | +20.7% | +8.5% | +12.2% | +16.0% |
| 1Y | +16.0% | +3.2% | +12.8% | +13.6% |
| 3Y | -13.5% | +18.9% | -32.4% | -20.8% |
| 5Y | +3.5% | +35.0% | -31.5% | -11.4% |
| 10Y | +245.3% | +188.6% | +56.7% | +118.5% |
| All | +134,607.8% | +9,371.1% | +125,236.7% | +24,415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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