+227.5%
UNH vs USB
+87.1%
+140.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.2% | +1.4% | -1.3% | -0.3% |
| 30D | +6.8% | +6.4% | +0.4% | +4.8% |
| 3M | -0.3% | -4.5% | +4.2% | +1.0% |
| 6M | +7.9% | +11.4% | -3.5% | +4.1% |
| YTD | +25.1% | +17.1% | +8.1% | +18.6% |
| 1Y | +29.3% | +32.6% | -3.3% | +18.0% |
| 3Y | -20.3% | +101.8% | -122.1% | -37.7% |
| 5Y | -3.6% | +25.1% | -28.7% | -13.1% |
| 10Y | +227.5% | +84.9% | +142.6% | +135.1% |
| All | +227.5% | +87.1% | +140.4% | +135.1% |
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