+7,934.1%
UNH vs PLUG
-98.6%
+8,032.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -3.8% | +3.3% | -7.1% | -4.1% |
| 3M | +0.7% | -39.7% | +40.5% | +3.5% |
| 6M | +37.9% | -12.5% | +50.4% | +37.7% |
| YTD | +21.9% | +10.2% | +11.8% | +19.4% |
| 1Y | +31.4% | +50.7% | -19.3% | +24.8% |
| 3Y | -11.4% | -74.5% | +63.1% | -12.4% |
| 5Y | +2.5% | -91.8% | +94.3% | +4.8% |
| 10Y | +242.9% | +43.7% | +199.2% | +162.4% |
| All | +7,934.1% | -98.6% | +8,032.7% | +4,337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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