+228.4%
UNH vs SU
+267.2%
-38.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -4.5% | +2.2% | -6.8% | -4.9% |
| 30D | -6.5% | +8.4% | -15.0% | -8.0% |
| 3M | -6.0% | +12.1% | -18.1% | -8.1% |
| 6M | +33.7% | +19.7% | +14.0% | +28.6% |
| YTD | +16.4% | +58.4% | -42.0% | +6.1% |
| 1Y | +10.1% | +67.2% | -57.2% | -0.8% |
| 3Y | -16.3% | +125.0% | -141.3% | -30.1% |
| 5Y | +2.1% | +355.1% | -353.0% | -29.6% |
| All | +228.4% | +267.2% | -38.9% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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