+216.1%
UNH vs Z
-16.5%
+232.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | +3.4% | +0.8% | +2.5% | +3.3% |
| 30D | +3.0% | +5.2% | -2.2% | +2.4% |
| 3M | +2.7% | -17.0% | +19.8% | +4.1% |
| 6M | +2.8% | -22.7% | +25.4% | +4.5% |
| YTD | +25.9% | -56.3% | +82.2% | +34.2% |
| 1Y | +25.8% | -57.7% | +83.5% | +34.5% |
| 3Y | -20.0% | -16.5% | -3.5% | -21.3% |
| 5Y | -2.8% | -53.4% | +50.6% | -1.5% |
| All | +216.1% | -16.5% | +232.5% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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