+3,931.9%
UNH vs TPR
+7,380.8%
-3,448.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | -3.8% | -23.0% | +19.2% | +1.1% |
| 3M | +0.7% | -12.5% | +13.2% | +2.9% |
| 6M | +37.9% | -21.4% | +59.3% | +43.1% |
| YTD | +21.9% | -3.5% | +25.4% | +20.8% |
| 1Y | +31.4% | +17.4% | +14.0% | +24.5% |
| 3Y | -11.4% | +291.3% | -302.7% | -37.6% |
| 5Y | +2.5% | +241.9% | -239.4% | -28.8% |
| 10Y | +242.9% | +322.7% | -79.8% | +101.2% |
| All | +3,931.9% | +7,380.8% | -3,448.8% | +1,232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling