+236.3%
UNH vs P
+684.8%
-448.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -3.2% | -4.1% | +1.0% | -2.8% |
| 30D | -3.5% | -14.0% | +10.5% | -2.2% |
| 3M | -4.2% | +41.4% | -45.6% | -8.1% |
| 6M | +38.3% | +54.2% | -15.9% | +30.6% |
| YTD | +19.2% | +40.4% | -21.2% | +13.2% |
| 1Y | +15.0% | +16.0% | -1.0% | +10.2% |
| 3Y | -14.5% | +140.7% | -155.2% | -29.4% |
| 5Y | +4.6% | +256.3% | -251.7% | -21.9% |
| All | +236.3% | +684.8% | -448.5% | +112.2% |
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