+247.4%
UNH vs RF
+334.9%
-87.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +1.1% | +2.7% | -1.5% | +0.5% |
| 30D | -1.5% | -3.4% | +1.8% | -0.7% |
| 3M | -0.8% | +6.4% | -7.2% | -2.4% |
| 6M | +41.8% | +13.4% | +28.4% | +37.1% |
| YTD | +23.1% | +14.2% | +8.8% | +18.5% |
| 1Y | +28.5% | +15.7% | +12.8% | +23.2% |
| 3Y | -11.8% | +91.3% | -103.1% | -27.4% |
| 5Y | +5.3% | +89.8% | -84.4% | -16.2% |
| 10Y | +247.4% | +336.7% | -89.2% | +84.1% |
| All | +247.4% | +334.9% | -87.5% | +84.1% |
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