+2,187.6%
UNH vs TECK
+2,212.2%
-24.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.6% |
| 7D | -1.7% | +4.9% | -6.5% | -2.3% |
| 30D | -3.8% | +5.2% | -9.0% | -4.5% |
| 3M | -4.3% | +13.8% | -18.1% | -6.2% |
| 6M | +38.6% | +38.5% | +0.1% | +31.7% |
| YTD | +20.7% | +47.3% | -26.7% | +13.3% |
| 1Y | +16.0% | +81.0% | -65.0% | +5.8% |
| 3Y | -13.5% | +79.9% | -93.3% | -22.6% |
| 5Y | +3.5% | +207.9% | -204.4% | -16.3% |
| 10Y | +245.3% | +389.5% | -144.1% | +141.3% |
| All | +2,187.6% | +2,212.2% | -24.6% | +1,256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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