+216.1%
UNH vs RF
+223.4%
-7.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.3% |
| 7D | +3.4% | +1.9% | +1.4% | +2.9% |
| 30D | +3.0% | +7.3% | -4.3% | +1.2% |
| 3M | +2.7% | -7.9% | +10.7% | +4.8% |
| 6M | +2.8% | +10.5% | -7.7% | +0.1% |
| YTD | +25.9% | +9.6% | +16.2% | +22.4% |
| 1Y | +25.8% | +20.3% | +5.5% | +19.6% |
| 3Y | -20.0% | +119.5% | -139.6% | -36.2% |
| 5Y | -2.8% | +48.2% | -51.0% | -16.5% |
| All | +216.1% | +223.4% | -7.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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