+3.5%
UNH vs EAT
+310.8%
-307.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | -1.7% | -6.8% | +5.1% | -1.3% |
| 30D | -3.8% | -5.4% | +1.5% | -3.6% |
| 3M | -4.3% | +42.8% | -47.0% | -6.0% |
| 6M | +38.6% | +56.5% | -17.9% | +35.2% |
| YTD | +20.7% | +50.0% | -29.3% | +17.9% |
| 1Y | +16.0% | +38.3% | -22.3% | +13.4% |
| 3Y | -13.5% | +591.6% | -605.1% | -22.5% |
| 5Y | +3.5% | +312.6% | -309.1% | -7.0% |
| All | +3.5% | +310.8% | -307.3% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling