+132,969.6%
UNH vs SYK
+22,282.0%
+110,687.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.6% |
| 7D | -3.2% | -12.3% | +9.2% | +0.9% |
| 30D | -3.5% | -22.4% | +19.0% | +4.7% |
| 3M | -4.2% | -12.3% | +8.2% | -0.7% |
| 6M | +38.3% | -24.3% | +62.6% | +49.8% |
| YTD | +19.2% | -22.8% | +42.0% | +28.1% |
| 1Y | +15.0% | -28.8% | +43.7% | +26.9% |
| 3Y | -14.5% | -4.0% | -10.5% | -15.9% |
| 5Y | +4.6% | +3.8% | +0.7% | -1.7% |
| 10Y | +241.1% | +172.8% | +68.3% | +130.3% |
| All | +132,969.6% | +22,282.0% | +110,687.6% | +20,308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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