+10,316.5%
UNH vs STM
+2,025.5%
+8,291.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.4% | +16.3% | -13.9% | +0.1% |
| 30D | +7.2% | -6.3% | +13.5% | +7.8% |
| 3M | +0.5% | -14.1% | +14.6% | +2.0% |
| 6M | +3.4% | -19.6% | +23.0% | +4.3% |
| YTD | +25.2% | +80.1% | -55.0% | +10.8% |
| 1Y | +22.7% | +95.4% | -72.7% | +7.2% |
| 3Y | -20.3% | +14.7% | -35.0% | -27.0% |
| 5Y | -3.4% | -5.4% | +2.0% | -11.1% |
| 10Y | +226.8% | +465.5% | -238.7% | +117.9% |
| All | +10,316.5% | +2,025.5% | +8,291.0% | +5,020.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling