+228.4%
UNH vs TEVA
-22.9%
+251.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.6% |
| 7D | -4.5% | +2.0% | -6.6% | -4.8% |
| 30D | -6.5% | +1.0% | -7.5% | -6.7% |
| 3M | -6.0% | +7.3% | -13.3% | -7.0% |
| 6M | +33.7% | +21.7% | +11.9% | +30.0% |
| YTD | +16.4% | +18.8% | -2.4% | +13.4% |
| 1Y | +10.1% | +86.5% | -76.4% | +1.2% |
| 3Y | -16.3% | +269.4% | -285.7% | -31.5% |
| 5Y | +2.1% | +303.6% | -301.5% | -19.6% |
| All | +228.4% | -22.9% | +251.3% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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