+44.3%
UNH vs SNOW
+36.9%
+7.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +1.1% | +4.9% | -3.8% | +1.0% |
| 30D | -1.5% | +1.5% | -3.0% | -1.6% |
| 3M | -0.8% | +39.5% | -40.4% | -1.9% |
| 6M | +41.8% | +85.9% | -44.1% | +38.8% |
| YTD | +23.1% | +52.9% | -29.9% | +20.9% |
| 1Y | +28.5% | +48.1% | -19.6% | +26.4% |
| 3Y | -11.8% | +102.2% | -113.9% | -14.3% |
| 5Y | +5.3% | +5.5% | -0.1% | +1.8% |
| All | +44.3% | +36.9% | +7.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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