+231.0%
UNH vs RF
+277.2%
-46.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +4.8% | +7.0% | -2.2% | +3.1% |
| 3M | -1.7% | -7.0% | +5.3% | 0.0% |
| 6M | +5.9% | +6.8% | -0.9% | +4.0% |
| YTD | +22.8% | +9.9% | +12.9% | +19.4% |
| 1Y | +25.9% | +21.1% | +4.8% | +19.5% |
| 3Y | -21.4% | +119.6% | -141.1% | -37.4% |
| 5Y | -6.3% | +46.2% | -52.5% | -19.2% |
| 10Y | +231.0% | +261.5% | -30.5% | +93.0% |
| All | +231.0% | +277.2% | -46.2% | +93.0% |
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