+228.4%
UNH vs XYZ
+610.4%
-382.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -4.5% | -4.3% | -0.3% | -4.0% |
| 30D | -6.5% | +1.2% | -7.7% | -6.8% |
| 3M | -6.0% | +14.6% | -20.6% | -7.7% |
| 6M | +33.7% | +22.6% | +11.1% | +29.7% |
| YTD | +16.4% | +21.7% | -5.3% | +12.7% |
| 1Y | +10.1% | +6.7% | +3.4% | +8.0% |
| 3Y | -16.3% | +46.8% | -63.2% | -23.9% |
| 5Y | +2.1% | -68.0% | +70.2% | +10.3% |
| All | +228.4% | +610.4% | -382.0% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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