+987.8%
UNH vs QID
-100.0%
+1,087.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.0% |
| 7D | +1.1% | -2.7% | +3.9% | +0.3% |
| 30D | -1.5% | +1.8% | -3.3% | -0.9% |
| 3M | -0.8% | -2.2% | +1.3% | -1.0% |
| 6M | +41.8% | -32.1% | +73.9% | +26.3% |
| YTD | +23.1% | -28.6% | +51.6% | +11.8% |
| 1Y | +28.5% | -36.3% | +64.8% | +13.0% |
| 3Y | -11.8% | -74.4% | +62.6% | -40.9% |
| 5Y | +5.3% | -80.8% | +86.1% | -29.4% |
| 10Y | +247.4% | -99.1% | +346.6% | -15.1% |
| All | +987.8% | -100.0% | +1,087.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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