+8,794.8%
UNH vs SAP
+2,233.8%
+6,561.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | +1.1% | -2.9% | +4.0% | +1.6% |
| 30D | -3.8% | +9.0% | -12.8% | -5.5% |
| 3M | +0.7% | +14.9% | -14.2% | -2.4% |
| 6M | +37.9% | +11.9% | +26.0% | +33.7% |
| YTD | +21.9% | -9.9% | +31.8% | +22.7% |
| 1Y | +31.4% | -19.5% | +50.9% | +35.0% |
| 3Y | -11.4% | +61.8% | -73.2% | -21.4% |
| 5Y | +2.5% | +56.2% | -53.6% | -9.6% |
| 10Y | +242.9% | +180.6% | +62.3% | +167.9% |
| All | +8,794.8% | +2,233.8% | +6,561.0% | +4,683.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling