+10.1%
UNH vs UMC
+238.8%
-228.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -2.2% |
| 7D | -4.5% | +9.0% | -13.5% | -4.0% |
| 30D | -6.5% | +17.2% | -23.8% | -5.6% |
| 3M | -6.0% | +11.4% | -17.4% | -5.4% |
| 6M | +33.7% | +137.5% | -103.9% | +39.2% |
| YTD | +16.4% | +193.1% | -176.7% | +16.7% |
| 1Y | +10.1% | +240.3% | -230.2% | +8.8% |
| All | +10.1% | +238.8% | -228.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling