-14.3%
UNH vs XYZ
+46.5%
-60.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -3.2% | -5.2% | +2.0% | -2.9% |
| 30D | -3.5% | 0.0% | -3.5% | -3.5% |
| 3M | -4.2% | +18.7% | -22.8% | -5.3% |
| 6M | +38.3% | +20.5% | +17.8% | +36.3% |
| YTD | +19.2% | +21.5% | -2.3% | +17.2% |
| 1Y | +15.0% | +7.2% | +7.8% | +13.6% |
| All | -14.3% | +46.5% | -60.8% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling