+226.8%
UNH vs PFE
+47.4%
+179.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +6.8% | +5.3% | +1.5% | +4.8% |
| 3M | -0.3% | +10.1% | -10.4% | -4.0% |
| 6M | +7.9% | +18.0% | -10.1% | +1.0% |
| YTD | +25.1% | +25.8% | -0.7% | +13.3% |
| 1Y | +29.3% | +28.4% | +0.9% | +16.1% |
| 3Y | -20.3% | +20.9% | -41.2% | -28.4% |
| 5Y | -3.6% | -21.5% | +17.9% | +2.8% |
| All | +226.8% | +47.4% | +179.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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