+227.5%
UNH vs RF
+248.4%
-20.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +6.8% | +6.2% | +0.6% | +5.2% |
| 3M | -0.3% | -7.8% | +7.6% | +1.7% |
| 6M | +7.9% | +5.9% | +2.0% | +6.1% |
| YTD | +25.1% | +9.0% | +16.1% | +21.9% |
| 1Y | +29.3% | +19.3% | +10.1% | +23.2% |
| 3Y | -20.3% | +116.4% | -136.7% | -36.2% |
| 5Y | -3.6% | +46.0% | -49.6% | -16.9% |
| 10Y | +227.5% | +239.8% | -12.3% | +97.7% |
| All | +227.5% | +248.4% | -20.9% | +97.7% |
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