+136,006.0%
UNH vs AXP
+6,658.5%
+129,347.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | -3.8% | -6.5% | +2.8% | -1.7% |
| 3M | +0.7% | +4.6% | -3.9% | -0.9% |
| 6M | +37.9% | +5.4% | +32.4% | +35.1% |
| YTD | +21.9% | -11.1% | +33.1% | +25.8% |
| 1Y | +31.4% | -0.3% | +31.7% | +30.3% |
| 3Y | -11.4% | +111.6% | -123.0% | -33.0% |
| 5Y | +2.5% | +117.6% | -115.0% | -25.5% |
| 10Y | +242.9% | +474.1% | -231.3% | +74.3% |
| All | +136,006.0% | +6,658.5% | +129,347.6% | +19,739.5% |
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