+2,042.9%
UNH vs SNY
+241.9%
+1,801.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.5% | -3.3% | -1.2% | -3.3% |
| 30D | -6.5% | -2.2% | -4.4% | -5.8% |
| 3M | -6.0% | -3.0% | -3.0% | -5.1% |
| 6M | +33.7% | +2.7% | +30.9% | +31.4% |
| YTD | +16.4% | -6.8% | +23.2% | +18.5% |
| 1Y | +10.1% | -5.3% | +15.3% | +11.0% |
| 3Y | -16.3% | -9.8% | -6.5% | -16.9% |
| 5Y | +2.1% | +9.7% | -7.6% | -8.6% |
| 10Y | +233.1% | +64.5% | +168.6% | +147.4% |
| All | +2,042.9% | +241.9% | +1,801.0% | +961.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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