+4,255.5%
UNH vs UMC
+292.9%
+3,962.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.5% |
| 7D | -1.7% | +13.6% | -15.3% | -3.3% |
| 30D | -3.8% | +20.8% | -24.6% | -6.3% |
| 3M | -4.3% | +16.1% | -20.4% | -7.5% |
| 6M | +38.6% | +137.3% | -98.7% | +20.5% |
| YTD | +20.7% | +193.8% | -173.1% | +0.6% |
| 1Y | +16.0% | +236.1% | -220.1% | -5.3% |
| 3Y | -13.5% | +267.1% | -280.6% | -31.4% |
| 5Y | +3.5% | +145.3% | -141.8% | -14.6% |
| 10Y | +245.3% | +1,857.3% | -1,612.0% | +96.2% |
| All | +4,255.5% | +292.9% | +3,962.6% | +2,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling