+3.5%
UNH vs Z
-65.8%
+69.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -1.7% | -7.1% | +5.4% | -1.3% |
| 30D | -3.8% | -4.8% | +0.9% | -3.7% |
| 3M | -4.3% | -9.3% | +5.1% | -4.0% |
| 6M | +38.6% | -29.0% | +67.6% | +40.7% |
| YTD | +20.7% | -52.9% | +73.6% | +25.2% |
| 1Y | +16.0% | -63.1% | +79.1% | +21.6% |
| 3Y | -13.5% | -36.9% | +23.4% | -12.1% |
| 5Y | +3.5% | -65.5% | +69.0% | +6.1% |
| All | +3.5% | -65.8% | +69.3% | +6.1% |
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