+236.3%
UNH vs STZ
-10.3%
+246.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | -3.2% | -4.1% | +0.9% | -2.1% |
| 30D | -3.5% | -7.6% | +4.1% | -1.4% |
| 3M | -4.2% | -12.3% | +8.1% | -0.9% |
| 6M | +38.3% | -16.3% | +54.6% | +44.2% |
| YTD | +19.2% | -8.4% | +27.6% | +19.9% |
| 1Y | +15.0% | -10.8% | +25.8% | +16.4% |
| 3Y | -14.5% | -49.0% | +34.5% | +1.5% |
| 5Y | +4.6% | -36.5% | +41.0% | +12.9% |
| All | +236.3% | -10.3% | +246.7% | +220.7% |
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