+297.9%
UNH vs Z
+17.0%
+280.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.5% |
| 7D | +1.1% | -3.3% | +4.4% | +1.4% |
| 30D | -1.5% | -3.7% | +2.2% | -1.3% |
| 3M | -0.8% | -7.0% | +6.1% | -0.5% |
| 6M | +41.8% | -29.5% | +71.3% | +45.6% |
| YTD | +23.1% | -52.6% | +75.6% | +30.8% |
| 1Y | +28.5% | -64.0% | +92.5% | +39.7% |
| 3Y | -11.8% | -36.4% | +24.7% | -10.7% |
| 5Y | +5.3% | -65.8% | +71.1% | +10.3% |
| 10Y | +247.4% | -5.8% | +253.3% | +186.1% |
| All | +297.9% | +17.0% | +280.8% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling