+35.9%
UNH vs QS
-47.0%
+82.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | -1.9% |
| 7D | -1.7% | -4.2% | +2.6% | -1.6% |
| 30D | -3.8% | -15.7% | +11.8% | -3.8% |
| 3M | -4.3% | -28.7% | +24.4% | -4.2% |
| 6M | +38.6% | -23.2% | +61.9% | +38.7% |
| YTD | +20.7% | -49.9% | +70.6% | +20.9% |
| 1Y | +16.0% | -38.8% | +54.8% | +16.2% |
| 3Y | -13.5% | -24.0% | +10.5% | -13.6% |
| 5Y | +3.5% | -75.6% | +79.1% | +3.3% |
| All | +35.9% | -47.0% | +82.9% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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