+139,595.9%
UNH vs SPGI
+15,046.0%
+124,549.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +0.2% | +1.6% | -1.4% | -0.4% |
| 30D | +6.8% | +16.1% | -9.3% | +0.9% |
| 3M | -0.3% | +15.5% | -15.7% | -5.8% |
| 6M | +7.9% | +19.6% | -11.8% | -0.1% |
| YTD | +25.1% | -3.6% | +28.7% | +24.7% |
| 1Y | +29.3% | +2.2% | +27.1% | +26.0% |
| 3Y | -20.3% | +30.1% | -50.4% | -30.4% |
| 5Y | -3.6% | +14.9% | -18.5% | -13.6% |
| 10Y | +227.5% | +334.0% | -106.5% | +74.4% |
| All | +139,595.9% | +15,046.0% | +124,549.9% | +14,669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling