+3.5%
UNH vs SPGI
+1.6%
+1.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.4% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | -3.8% | +2.0% | -5.9% | -4.4% |
| 3M | -4.3% | +4.3% | -8.6% | -5.7% |
| 6M | +38.6% | -0.2% | +38.9% | +37.8% |
| YTD | +20.7% | -14.8% | +35.5% | +24.4% |
| 1Y | +16.0% | -18.5% | +34.5% | +20.8% |
| 3Y | -13.5% | +16.0% | -29.4% | -19.3% |
| 5Y | +3.5% | +2.2% | +1.3% | +0.4% |
| All | +3.5% | +1.6% | +1.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling