+228.4%
UNH vs VRSK
+126.1%
+102.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | -5.2% | +0.6% | -2.6% |
| 30D | -6.5% | -2.3% | -4.2% | -6.0% |
| 3M | -6.0% | -2.9% | -3.1% | -6.0% |
| 6M | +33.7% | -12.8% | +46.5% | +39.2% |
| YTD | +16.4% | -20.8% | +37.2% | +26.2% |
| 1Y | +10.1% | -33.2% | +43.3% | +28.9% |
| 3Y | -16.3% | -26.6% | +10.3% | -9.0% |
| 5Y | +2.1% | -11.3% | +13.4% | -2.4% |
| All | +228.4% | +126.1% | +102.3% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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