+8.3%
UNH vs S
-56.8%
+65.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +1.1% | -7.7% | +8.8% | +1.3% |
| 30D | -3.8% | -5.3% | +1.6% | -3.7% |
| 3M | +0.7% | +20.3% | -19.5% | -0.1% |
| 6M | +37.9% | +47.4% | -9.5% | +35.6% |
| YTD | +21.9% | +32.5% | -10.6% | +20.2% |
| 1Y | +31.4% | +9.5% | +21.8% | +30.3% |
| 3Y | -11.4% | +15.5% | -26.9% | -12.8% |
| 5Y | +2.5% | -71.2% | +73.7% | +3.2% |
| All | +8.3% | -56.8% | +65.1% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling