+8.3%
UNH vs Q
+75.4%
-67.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -3.2% | +4.1% | -7.3% | -3.3% |
| 30D | -3.5% | -10.7% | +7.3% | -3.0% |
| 3M | -4.2% | -11.7% | +7.5% | -4.2% |
| 6M | +38.3% | +8.3% | +30.0% | +34.6% |
| YTD | +19.2% | +51.3% | -32.1% | +13.5% |
| All | +8.3% | +75.4% | -67.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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