+228.4%
UNH vs TMO
+338.2%
-109.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | -6.5% | +1.1% | -7.7% | -7.1% |
| 3M | -6.0% | +28.3% | -34.3% | -14.9% |
| 6M | +33.7% | +23.3% | +10.4% | +22.0% |
| YTD | +16.4% | +5.5% | +10.9% | +12.8% |
| 1Y | +10.1% | +24.5% | -14.5% | -0.6% |
| 3Y | -16.3% | +19.6% | -35.9% | -25.1% |
| 5Y | +2.1% | +8.1% | -6.0% | -7.2% |
| All | +228.4% | +338.2% | -109.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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