-20.0%
UNH vs ECL
+79.8%
-99.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +3.4% | +2.9% | +0.5% | +2.9% |
| 30D | +3.0% | +7.5% | -4.5% | +1.8% |
| 3M | +2.7% | +12.2% | -9.5% | +0.9% |
| 6M | +2.8% | +24.6% | -21.8% | -0.6% |
| YTD | +25.9% | +18.8% | +7.1% | +21.8% |
| 1Y | +25.8% | +19.3% | +6.5% | +21.5% |
| 3Y | -20.0% | +78.2% | -98.2% | -27.1% |
| All | -20.0% | +79.8% | -99.9% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling