+5.3%
UNH vs STM
+20.9%
-15.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.1% | +5.2% | -4.1% | +0.8% |
| 30D | -1.5% | -7.4% | +5.8% | -1.1% |
| 3M | -0.8% | -30.6% | +29.8% | +1.0% |
| 6M | +41.8% | +66.4% | -24.6% | +34.6% |
| YTD | +23.1% | +101.1% | -78.1% | +15.0% |
| 1Y | +28.5% | +97.4% | -68.9% | +20.0% |
| 3Y | -11.8% | +21.1% | -32.9% | -15.4% |
| 5Y | +5.3% | +22.5% | -17.1% | -3.1% |
| All | +5.3% | +20.9% | -15.6% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling