+290.1%
UNH vs PYPL
+46.2%
+243.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | +1.1% | +2.7% | -1.6% | +0.5% |
| 30D | -3.8% | -4.9% | +1.1% | -3.2% |
| 3M | +0.7% | +28.9% | -28.1% | -4.7% |
| 6M | +37.9% | +18.2% | +19.6% | +32.3% |
| YTD | +21.9% | -5.0% | +27.0% | +21.4% |
| 1Y | +31.4% | -18.8% | +50.2% | +34.6% |
| 3Y | -11.4% | -12.6% | +1.2% | -12.9% |
| 5Y | +2.5% | -80.8% | +83.3% | +41.4% |
| 10Y | +242.9% | +49.9% | +193.0% | +138.1% |
| All | +290.1% | +46.2% | +243.9% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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