+236.3%
UNH vs EAT
+379.9%
-143.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.2% | -6.2% | +3.0% | -2.5% |
| 30D | -3.5% | -3.0% | -0.4% | -3.2% |
| 3M | -4.2% | +45.6% | -49.8% | -8.1% |
| 6M | +38.3% | +53.5% | -15.2% | +31.1% |
| YTD | +19.2% | +49.6% | -30.4% | +13.2% |
| 1Y | +15.0% | +38.9% | -23.9% | +9.7% |
| 3Y | -14.5% | +589.7% | -604.2% | -34.2% |
| 5Y | +4.6% | +318.7% | -314.1% | -16.7% |
| All | +236.3% | +379.9% | -143.5% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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