+3.5%
UNH vs ECL
+25.4%
-21.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -1.7% | -2.7% | +1.1% | -1.0% |
| 30D | -3.8% | -4.3% | +0.5% | -2.9% |
| 3M | -4.3% | +3.2% | -7.5% | -5.0% |
| 6M | +38.6% | -2.9% | +41.5% | +39.2% |
| YTD | +20.7% | +4.3% | +16.4% | +18.9% |
| 1Y | +16.0% | +1.6% | +14.4% | +14.9% |
| 3Y | -13.5% | +54.3% | -67.7% | -23.3% |
| 5Y | +3.5% | +26.5% | -23.0% | -4.8% |
| All | +3.5% | +25.4% | -21.9% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling