-3.6%
UNH vs Z
-54.5%
+50.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -1.6% | -13.1% | +11.5% | -0.8% |
| 30D | +6.5% | +5.9% | +0.6% | +6.1% |
| 3M | +0.8% | -13.7% | +14.5% | +1.4% |
| 6M | +6.1% | -27.1% | +33.2% | +7.5% |
| YTD | +24.5% | -56.8% | +81.3% | +29.7% |
| 1Y | +26.3% | -60.2% | +86.5% | +32.1% |
| 3Y | -20.7% | -19.7% | -1.0% | -20.5% |
| 5Y | -3.6% | -53.7% | +50.1% | -2.1% |
| All | -3.6% | -54.5% | +50.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling