+228.4%
UNH vs MRK
+230.6%
-2.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | -4.5% | -4.3% | -0.3% | -2.9% |
| 30D | -6.5% | +8.3% | -14.8% | -10.1% |
| 3M | -6.0% | +20.0% | -26.0% | -13.6% |
| 6M | +33.7% | +25.7% | +8.0% | +19.8% |
| YTD | +16.4% | +38.7% | -22.3% | -0.5% |
| 1Y | +10.1% | +74.7% | -64.6% | -15.7% |
| 3Y | -16.3% | +45.4% | -61.7% | -32.9% |
| 5Y | +2.1% | +129.0% | -126.9% | -38.6% |
| All | +228.4% | +230.6% | -2.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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