+3.5%
UNH vs STZ
-38.0%
+41.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -1.7% | -6.0% | +4.4% | -0.8% |
| 30D | -3.8% | -8.9% | +5.0% | -2.6% |
| 3M | -4.3% | -12.6% | +8.3% | -2.6% |
| 6M | +38.6% | -17.2% | +55.8% | +41.6% |
| YTD | +20.7% | -10.0% | +30.7% | +20.6% |
| 1Y | +16.0% | -14.3% | +30.3% | +16.8% |
| 3Y | -13.5% | -49.9% | +36.4% | -2.8% |
| 5Y | +3.5% | -38.2% | +41.7% | +4.6% |
| All | +3.5% | -38.0% | +41.5% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling