+228.4%
UNH vs UMC
+1,863.6%
-1,635.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -2.6% |
| 7D | -4.5% | +9.0% | -13.5% | -5.2% |
| 30D | -6.5% | +17.2% | -23.8% | -7.8% |
| 3M | -6.0% | +11.4% | -17.4% | -7.7% |
| 6M | +33.7% | +137.5% | -103.9% | +20.8% |
| YTD | +16.4% | +193.1% | -176.7% | +1.5% |
| 1Y | +10.1% | +240.3% | -230.2% | -5.9% |
| 3Y | -16.3% | +262.2% | -278.5% | -30.0% |
| 5Y | +2.1% | +143.1% | -141.0% | -11.6% |
| All | +228.4% | +1,863.6% | -1,635.2% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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