+138,844.2%
UNH vs RF
+1,441.6%
+137,402.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.6% | -1.3% | -0.2% | -1.3% |
| 30D | +6.5% | +4.6% | +1.8% | +5.5% |
| 3M | +0.8% | -8.4% | +9.3% | +2.4% |
| 6M | +6.1% | +8.9% | -2.8% | +4.3% |
| YTD | +24.5% | +8.8% | +15.7% | +22.1% |
| 1Y | +26.3% | +18.9% | +7.4% | +21.9% |
| 3Y | -20.7% | +116.0% | -136.7% | -32.6% |
| 5Y | -3.6% | +46.0% | -49.6% | -13.6% |
| 10Y | +225.1% | +231.7% | -6.7% | +138.4% |
| All | +138,844.2% | +1,441.6% | +137,402.6% | +34,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling