+4.6%
UNH vs RGEN
-44.2%
+48.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.2% | -2.9% | -0.3% | -3.0% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -4.2% | +25.9% | -30.1% | -6.0% |
| 6M | +38.3% | +35.2% | +3.1% | +34.7% |
| YTD | +19.2% | +0.5% | +18.7% | +18.6% |
| 1Y | +15.0% | +37.0% | -22.0% | +11.7% |
| 3Y | -14.5% | +2.0% | -16.5% | -16.7% |
| 5Y | +4.6% | -44.2% | +48.8% | +1.5% |
| All | +4.6% | -44.2% | +48.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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