+245.3%
UNH vs PFE
+33.5%
+211.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.7% | -4.3% | +2.6% | -0.1% |
| 30D | -3.8% | +2.7% | -6.5% | -4.9% |
| 3M | -4.3% | +10.0% | -14.3% | -7.9% |
| 6M | +38.6% | +7.2% | +31.4% | +34.3% |
| YTD | +20.7% | +17.3% | +3.4% | +12.2% |
| 1Y | +16.0% | +20.3% | -4.3% | +6.4% |
| 3Y | -13.5% | -1.6% | -11.8% | -15.2% |
| 5Y | +3.5% | -21.4% | +24.9% | +8.0% |
| 10Y | +245.3% | +35.2% | +210.1% | +169.9% |
| All | +245.3% | +33.5% | +211.9% | +169.9% |
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