-16.3%
UNH vs TTWO
+50.8%
-67.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -6.5% | -11.3% | +4.8% | -6.0% |
| 3M | -6.0% | +1.6% | -7.6% | -6.1% |
| 6M | +33.7% | +2.1% | +31.6% | +33.2% |
| YTD | +16.4% | -15.8% | +32.2% | +16.8% |
| 1Y | +10.1% | -12.6% | +22.7% | +10.3% |
| 3Y | -16.3% | +48.2% | -64.5% | -16.2% |
| All | -16.3% | +50.8% | -67.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 3y: compounded portfolio wealth divided by compounded TTWO 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…
3y analysis · Full analysis span regression · 6 months rolling