+216.1%
UNH vs ECL
+197.5%
+18.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | +3.4% | +2.9% | +0.5% | +2.2% |
| 30D | +3.0% | +7.5% | -4.5% | -0.1% |
| 3M | +2.7% | +12.2% | -9.5% | -2.2% |
| 6M | +2.8% | +24.6% | -21.8% | -6.5% |
| YTD | +25.9% | +18.8% | +7.1% | +15.9% |
| 1Y | +25.8% | +19.3% | +6.5% | +15.5% |
| 3Y | -20.0% | +78.2% | -98.2% | -39.9% |
| 5Y | -2.8% | +38.8% | -41.6% | -18.5% |
| All | +216.1% | +197.5% | +18.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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