+3.3%
UNH vs S
-57.1%
+60.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.5% | -0.7% | -3.9% | -4.5% |
| 30D | -6.5% | -11.4% | +4.9% | -6.2% |
| 3M | -6.0% | +33.8% | -39.8% | -7.1% |
| 6M | +33.7% | +39.5% | -5.8% | +31.7% |
| YTD | +16.4% | +31.7% | -15.3% | +14.8% |
| 1Y | +10.1% | +7.0% | +3.1% | +9.3% |
| 3Y | -16.3% | +11.8% | -28.1% | -17.5% |
| 5Y | +2.1% | -69.0% | +71.1% | +3.0% |
| All | +3.3% | -57.1% | +60.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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