+216.1%
UNH vs STZ
+13.4%
+202.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.4% | +2.6% | +0.8% | +2.6% |
| 30D | +3.0% | +15.2% | -12.2% | -1.1% |
| 3M | +2.7% | +7.6% | -4.9% | +0.3% |
| 6M | +2.8% | +5.3% | -2.5% | +0.7% |
| YTD | +25.9% | +8.6% | +17.2% | +20.4% |
| 1Y | +25.8% | +15.6% | +10.2% | +17.8% |
| 3Y | -20.0% | -35.2% | +15.1% | -11.8% |
| 5Y | -2.8% | -29.1% | +26.3% | +2.2% |
| All | +216.1% | +13.4% | +202.7% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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