-11.8%
UNH vs PFE
-1.5%
-10.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.2% |
| 7D | +1.1% | -2.7% | +3.8% | +1.5% |
| 30D | -1.5% | +3.8% | -5.4% | -2.1% |
| 3M | -0.8% | +10.4% | -11.2% | -2.3% |
| 6M | +41.8% | +6.3% | +35.6% | +40.2% |
| YTD | +23.1% | +17.4% | +5.7% | +19.4% |
| 1Y | +28.5% | +21.1% | +7.4% | +24.1% |
| 3Y | -11.8% | -1.6% | -10.2% | -15.1% |
| All | -11.8% | -1.5% | -10.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling