+332.9%
UNH vs XYZ
+615.2%
-282.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.3% |
| 7D | +1.1% | +2.9% | -1.7% | +0.8% |
| 30D | -1.5% | +1.4% | -2.9% | -1.8% |
| 3M | -0.8% | +14.6% | -15.4% | -2.6% |
| 6M | +41.8% | +20.8% | +21.1% | +38.1% |
| YTD | +23.1% | +23.1% | 0.0% | +19.2% |
| 1Y | +28.5% | +5.6% | +22.9% | +26.4% |
| 3Y | -11.8% | +50.9% | -62.7% | -19.6% |
| 5Y | +5.3% | -68.6% | +73.9% | +12.8% |
| 10Y | +247.4% | +580.0% | -332.5% | +136.4% |
| All | +332.9% | +615.2% | -282.3% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling