+39.1%
UNH vs U
-43.9%
+83.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -3.2% | 0.0% | -3.1% | -3.2% |
| 30D | -3.5% | -4.1% | +0.6% | -3.4% |
| 3M | -4.2% | +57.8% | -62.0% | -5.2% |
| 6M | +38.3% | +103.5% | -65.2% | +36.1% |
| YTD | +19.2% | -4.8% | +24.0% | +19.0% |
| 1Y | +15.0% | -2.4% | +17.4% | +14.5% |
| 3Y | -14.5% | +11.7% | -26.2% | -15.7% |
| 5Y | +4.6% | -68.9% | +73.4% | +2.7% |
| All | +39.1% | -43.9% | +83.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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