+214.3%
UNH vs USB
+82.2%
+132.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.4% | +1.2% | +1.2% | +2.0% |
| 30D | +7.2% | +6.3% | +1.0% | +5.3% |
| 3M | +0.5% | -6.1% | +6.6% | +2.3% |
| 6M | +3.4% | +13.0% | -9.6% | -0.6% |
| YTD | +25.2% | +16.6% | +8.6% | +18.8% |
| 1Y | +22.7% | +31.1% | -8.5% | +12.3% |
| 3Y | -20.3% | +100.9% | -121.2% | -37.6% |
| 5Y | -3.4% | +24.5% | -27.9% | -12.8% |
| All | +214.3% | +82.2% | +132.0% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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