-11.8%
UNH vs SAP
+56.7%
-68.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -1.5% | +2.6% | -4.1% | -1.8% |
| 3M | -0.8% | +16.3% | -17.1% | -2.2% |
| 6M | +41.8% | +6.4% | +35.4% | +40.9% |
| YTD | +23.1% | -11.4% | +34.5% | +24.3% |
| 1Y | +28.5% | -20.4% | +48.9% | +31.0% |
| 3Y | -11.8% | +56.5% | -68.3% | -5.2% |
| All | -11.8% | +56.7% | -68.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling