-1.1%
UNH vs RF
+47.5%
-48.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | +3.4% | +1.9% | +1.4% | +3.1% |
| 30D | +3.0% | +7.3% | -4.3% | +1.9% |
| 3M | +2.7% | -7.9% | +10.7% | +3.9% |
| 6M | +2.8% | +10.5% | -7.7% | +1.2% |
| YTD | +25.9% | +9.6% | +16.2% | +23.9% |
| 1Y | +25.8% | +20.3% | +5.5% | +22.2% |
| 3Y | -20.0% | +119.5% | -139.6% | -28.8% |
| All | -1.1% | +47.5% | -48.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling