+20,729.2%
UNH vs STZ
+9,621.1%
+11,108.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | -3.8% | -1.9% | -1.9% | -3.5% |
| 3M | +0.7% | -6.2% | +7.0% | +1.9% |
| 6M | +37.9% | -14.0% | +51.9% | +41.4% |
| YTD | +21.9% | -5.1% | +27.1% | +22.1% |
| 1Y | +31.4% | -9.6% | +40.9% | +32.6% |
| 3Y | -11.4% | -47.2% | +35.8% | -1.6% |
| 5Y | +2.5% | -33.6% | +36.1% | +8.1% |
| 10Y | +242.9% | -9.8% | +252.6% | +232.9% |
| All | +20,729.2% | +9,621.1% | +11,108.1% | +8,622.5% |
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