+303.5%
EWY vs UNH
+235.3%
+68.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.8% |
| 7D | -0.1% | -4.5% | +4.5% | +1.0% |
| 30D | +7.3% | -6.5% | +13.8% | +8.9% |
| 3M | -5.1% | -6.0% | +0.9% | -4.1% |
| 6M | +42.1% | +33.7% | +8.4% | +30.5% |
| YTD | +94.1% | +16.4% | +77.7% | +82.9% |
| 1Y | +147.8% | +10.1% | +137.8% | +136.4% |
| 3Y | +222.9% | -16.3% | +239.2% | +212.7% |
| 5Y | +150.6% | +2.1% | +148.5% | +116.6% |
| All | +303.5% | +235.3% | +68.1% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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