+5.3%
UNH vs TPR
+230.0%
-224.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.7% | +1.1% |
| 7D | +1.1% | -3.4% | +4.5% | +1.3% |
| 30D | -1.5% | -27.3% | +25.8% | +0.1% |
| 3M | -0.8% | -16.2% | +15.4% | 0.0% |
| 6M | +41.8% | -17.9% | +59.7% | +42.9% |
| YTD | +23.1% | -7.1% | +30.2% | +23.1% |
| 1Y | +28.5% | +13.6% | +14.9% | +26.9% |
| 3Y | -11.8% | +293.7% | -305.5% | -19.4% |
| 5Y | +5.3% | +239.1% | -233.7% | -4.2% |
| All | +5.3% | +230.0% | -224.6% | -4.2% |
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