+4.6%
UNH vs S
-70.4%
+75.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -3.5% | -11.8% | +8.3% | -3.1% |
| 3M | -4.2% | +33.9% | -38.1% | -5.4% |
| 6M | +38.3% | +40.1% | -1.8% | +36.0% |
| YTD | +19.2% | +32.1% | -12.9% | +17.4% |
| 1Y | +15.0% | +11.0% | +3.9% | +13.9% |
| 3Y | -14.5% | +16.9% | -31.5% | -16.1% |
| 5Y | +4.6% | -68.9% | +73.5% | +8.3% |
| All | +4.6% | -70.4% | +75.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling