+2,678.6%
UNH vs VALE
+2,320.2%
+358.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +1.1% | +2.9% | -1.8% | +0.6% |
| 30D | -1.5% | +8.8% | -10.3% | -3.2% |
| 3M | -0.8% | +6.8% | -7.6% | -2.3% |
| 6M | +41.8% | +6.9% | +34.9% | +39.2% |
| YTD | +23.1% | +22.8% | +0.2% | +17.1% |
| 1Y | +28.5% | +61.3% | -32.7% | +15.9% |
| 3Y | -11.8% | +53.3% | -65.1% | -21.2% |
| 5Y | +5.3% | +44.9% | -39.5% | -8.2% |
| 10Y | +247.4% | +486.8% | -239.3% | +107.3% |
| All | +2,678.6% | +2,320.2% | +358.4% | +1,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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