-11.8%
UNH vs SPGI
+17.8%
-29.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.5% |
| 7D | +1.1% | -2.5% | +3.6% | +1.5% |
| 30D | -1.5% | +5.4% | -6.9% | -2.5% |
| 3M | -0.8% | +9.0% | -9.9% | -2.8% |
| 6M | +41.8% | +0.8% | +41.0% | +40.8% |
| YTD | +23.1% | -12.6% | +35.6% | +25.2% |
| 1Y | +28.5% | -16.1% | +44.6% | +31.5% |
| 3Y | -11.8% | +19.0% | -30.7% | -14.6% |
| All | -11.8% | +17.8% | -29.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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