+27.0%
UNH vs PM
+48.8%
-21.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.2% |
| 7D | +0.6% | +4.3% | -3.7% | +0.6% |
| 30D | +8.1% | +11.5% | -3.3% | +8.3% |
| 3M | +1.1% | +13.0% | -12.0% | +1.3% |
| 6M | +11.7% | +25.9% | -14.2% | +13.4% |
| YTD | +26.5% | +34.0% | -7.5% | +29.1% |
| 1Y | +27.0% | +46.9% | -19.8% | +29.7% |
| All | +27.0% | +48.8% | -21.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling