-16.3%
UNH vs UMC
+261.2%
-277.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -2.3% |
| 7D | -4.5% | +9.0% | -13.5% | -4.3% |
| 30D | -6.5% | +17.2% | -23.8% | -6.2% |
| 3M | -6.0% | +11.4% | -17.4% | -6.0% |
| 6M | +33.7% | +137.5% | -103.9% | +33.5% |
| YTD | +16.4% | +193.1% | -176.7% | +13.8% |
| 1Y | +10.1% | +240.3% | -230.2% | +6.9% |
| 3Y | -16.3% | +262.2% | -278.5% | -19.6% |
| All | -16.3% | +261.2% | -277.5% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling