+276.0%
UNH vs RUN
-33.9%
+309.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -3.2% | -3.4% | +0.2% | -3.0% |
| 30D | -3.5% | -14.0% | +10.5% | -2.9% |
| 3M | -4.2% | -27.5% | +23.3% | -3.1% |
| 6M | +38.3% | -29.0% | +67.3% | +39.6% |
| YTD | +19.2% | -53.1% | +72.3% | +21.7% |
| 1Y | +15.0% | -46.7% | +61.7% | +16.2% |
| 3Y | -14.5% | -38.3% | +23.8% | -19.3% |
| 5Y | +4.6% | -80.7% | +85.3% | +3.0% |
| 10Y | +241.1% | +42.4% | +198.7% | +161.2% |
| All | +276.0% | -33.9% | +309.9% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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