-1.1%
UNH vs AXP
+86.8%
-87.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +3.0% | +4.4% | -1.5% | +2.1% |
| 3M | +2.7% | -6.4% | +9.2% | +4.0% |
| 6M | +2.8% | +4.2% | -1.4% | +1.8% |
| YTD | +25.9% | -12.4% | +38.2% | +28.5% |
| 1Y | +25.8% | -11.1% | +36.9% | +28.1% |
| 3Y | -20.0% | +114.9% | -134.9% | -32.6% |
| All | -1.1% | +86.8% | -87.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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