+21,402.0%
UNH vs STZ
+11,030.9%
+10,371.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.4% | +2.6% | +0.8% | +2.9% |
| 30D | +3.0% | +15.2% | -12.2% | 0.0% |
| 3M | +2.7% | +7.6% | -4.9% | +0.9% |
| 6M | +2.8% | +5.3% | -2.5% | +1.2% |
| YTD | +25.9% | +8.6% | +17.2% | +22.3% |
| 1Y | +25.8% | +15.6% | +10.2% | +20.6% |
| 3Y | -20.0% | -35.2% | +15.1% | -15.0% |
| 5Y | -2.8% | -29.1% | +26.3% | +0.9% |
| 10Y | +228.7% | +12.9% | +215.8% | +205.2% |
| All | +21,402.0% | +11,030.9% | +10,371.1% | +8,642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling