+10.1%
UNH vs Z
-62.2%
+72.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.7% |
| 7D | -4.5% | -6.0% | +1.5% | -4.0% |
| 30D | -6.5% | -2.3% | -4.2% | -6.5% |
| 3M | -6.0% | -0.6% | -5.4% | -6.3% |
| 6M | +33.7% | -27.6% | +61.3% | +37.7% |
| YTD | +16.4% | -52.4% | +68.8% | +30.4% |
| 1Y | +10.1% | -63.6% | +73.7% | +22.4% |
| All | +10.1% | -62.2% | +72.3% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling