+319.7%
UNH vs P
+499.9%
-180.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +0.2% | -13.3% | +13.5% | +1.3% |
| 30D | +6.8% | -34.0% | +40.8% | +10.3% |
| 3M | -0.3% | +4.1% | -4.4% | -1.6% |
| 6M | +7.9% | +30.5% | -22.6% | +3.4% |
| YTD | +25.1% | +52.2% | -27.0% | +17.6% |
| 1Y | +29.3% | +10.3% | +19.0% | +24.4% |
| 3Y | -20.3% | +180.9% | -201.1% | -34.6% |
| 5Y | -3.6% | +259.7% | -263.3% | -25.9% |
| 10Y | +227.5% | +652.6% | -425.2% | +114.1% |
| All | +319.7% | +499.9% | -180.2% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling