+1,250.3%
EWY vs UNH
+5,763.0%
-4,512.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +6.7% | -1.7% | +8.3% | +7.2% |
| 30D | +17.0% | -3.8% | +20.8% | +18.2% |
| 3M | +3.7% | -4.3% | +7.9% | +4.6% |
| 6M | +42.5% | +38.6% | +3.9% | +27.0% |
| YTD | +96.2% | +20.7% | +75.6% | +80.6% |
| 1Y | +160.4% | +16.0% | +144.4% | +141.9% |
| 3Y | +231.7% | -13.5% | +245.1% | +218.2% |
| 5Y | +153.3% | +3.5% | +149.8% | +123.3% |
| 10Y | +308.8% | +245.3% | +63.5% | +126.5% |
| All | +1,250.3% | +5,763.0% | -4,512.6% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling