+137,274.1%
UNH vs VMC
+3,191.4%
+134,082.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | +1.1% | -0.5% | +1.7% | +1.3% |
| 30D | -1.5% | -9.1% | +7.6% | +0.9% |
| 3M | -0.8% | -4.1% | +3.3% | -0.1% |
| 6M | +41.8% | -5.5% | +47.3% | +42.9% |
| YTD | +23.1% | -8.9% | +32.0% | +24.8% |
| 1Y | +28.5% | -12.9% | +41.5% | +31.7% |
| 3Y | -11.8% | +22.1% | -33.9% | -18.8% |
| 5Y | +5.3% | +52.7% | -47.4% | -10.2% |
| 10Y | +247.4% | +152.7% | +94.7% | +144.6% |
| All | +137,274.1% | +3,191.4% | +134,082.6% | +47,074.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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