+225.1%
UNH vs STM
+468.1%
-243.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | +6.5% | -8.4% | +14.8% | +7.4% |
| 3M | +0.8% | -15.8% | +16.6% | +2.6% |
| 6M | +6.1% | -22.8% | +28.9% | +7.3% |
| YTD | +24.5% | +79.4% | -54.9% | +8.7% |
| 1Y | +26.3% | +97.0% | -70.6% | +8.5% |
| 3Y | -20.7% | +14.2% | -34.9% | -27.7% |
| 5Y | -3.6% | -4.5% | +0.9% | -11.9% |
| 10Y | +225.1% | +463.1% | -238.0% | +117.8% |
| All | +225.1% | +468.1% | -243.0% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling