+135,813.1%
UNH vs AXP
+6,571.9%
+129,241.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.2% | +0.6% | -3.7% | -3.4% |
| 30D | +4.8% | +5.8% | -1.0% | +2.9% |
| 3M | -1.8% | -6.0% | +4.2% | 0.0% |
| 6M | +8.6% | +0.3% | +8.3% | +8.1% |
| YTD | +21.8% | -12.3% | +34.0% | +26.0% |
| 1Y | +25.8% | -11.2% | +37.1% | +29.7% |
| 3Y | -21.3% | +117.0% | -138.3% | -41.0% |
| 5Y | -5.3% | +93.2% | -98.5% | -28.4% |
| 10Y | +238.1% | +461.2% | -223.1% | +73.2% |
| All | +135,813.1% | +6,571.9% | +129,241.2% | +19,774.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling