+216.1%
UNH vs P
+652.0%
-436.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +3.4% | +11.6% | -8.2% | +2.3% |
| 30D | +3.0% | -23.7% | +26.7% | +5.2% |
| 3M | +2.7% | -8.0% | +10.7% | +2.7% |
| 6M | +2.8% | +27.9% | -25.1% | -1.4% |
| YTD | +25.9% | +61.2% | -35.3% | +17.2% |
| 1Y | +25.8% | +28.6% | -2.8% | +18.8% |
| 3Y | -20.0% | +200.5% | -220.5% | -36.1% |
| 5Y | -2.8% | +282.9% | -285.8% | -27.9% |
| All | +216.1% | +652.0% | -436.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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