+3.5%
UNH vs SAP
+55.3%
-51.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -3.8% | +0.3% | -4.1% | -4.0% |
| 3M | -4.3% | +16.9% | -21.2% | -6.5% |
| 6M | +38.6% | +6.3% | +32.3% | +37.0% |
| YTD | +20.7% | -12.4% | +33.1% | +22.5% |
| 1Y | +16.0% | -21.6% | +37.6% | +19.7% |
| 3Y | -13.5% | +54.8% | -68.2% | -21.3% |
| 5Y | +3.5% | +56.2% | -52.7% | -6.8% |
| All | +3.5% | +55.3% | -51.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling