-7.1%
UNH vs TPR
+255.4%
-262.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.2% | +14.2% | -17.3% | -3.8% |
| 30D | +4.8% | +17.1% | -12.3% | +4.0% |
| 3M | -1.8% | -17.7% | +15.9% | -1.0% |
| 6M | +8.6% | -10.2% | +18.8% | +9.0% |
| YTD | +21.8% | +4.9% | +16.9% | +21.0% |
| 1Y | +25.8% | +36.1% | -10.3% | +23.0% |
| 3Y | -21.3% | +416.5% | -437.8% | -28.6% |
| All | -7.1% | +255.4% | -262.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling