+15.0%
UNH vs STZ
-12.7%
+27.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -3.2% | -4.1% | +0.9% | -3.1% |
| 30D | -3.5% | -7.6% | +4.1% | -3.2% |
| 3M | -4.2% | -12.3% | +8.1% | -3.8% |
| 6M | +38.3% | -16.3% | +54.6% | +38.0% |
| YTD | +19.2% | -8.4% | +27.6% | +13.2% |
| 1Y | +15.0% | -10.8% | +25.8% | +9.7% |
| All | +15.0% | -12.7% | +27.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling