+10,316.2%
UNH vs STM
+1,945.0%
+8,371.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.2% | -7.9% | +8.1% | +1.2% |
| 30D | +6.8% | -14.1% | +20.9% | +8.8% |
| 3M | -0.3% | -17.6% | +17.3% | +1.9% |
| 6M | +7.9% | -24.2% | +32.1% | +9.7% |
| YTD | +25.1% | +73.3% | -48.2% | +11.4% |
| 1Y | +29.3% | +90.1% | -60.8% | +13.5% |
| 3Y | -20.3% | +10.3% | -30.6% | -26.6% |
| 5Y | -3.6% | -5.7% | +2.2% | -11.3% |
| 10Y | +227.5% | +444.1% | -216.6% | +119.6% |
| All | +10,316.2% | +1,945.0% | +8,371.3% | +5,050.1% |
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 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