+136,006.1%
UNH vs ECL
+13,009.7%
+122,996.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.1% | -2.6% | +3.7% | +2.1% |
| 30D | -3.8% | -2.2% | -1.6% | -3.0% |
| 3M | +0.7% | +10.1% | -9.4% | -3.1% |
| 6M | +37.9% | -5.7% | +43.6% | +40.1% |
| YTD | +21.9% | +7.0% | +15.0% | +17.8% |
| 1Y | +31.4% | +2.7% | +28.7% | +28.7% |
| 3Y | -11.4% | +57.7% | -69.1% | -27.7% |
| 5Y | +2.5% | +31.1% | -28.6% | -12.2% |
| 10Y | +242.9% | +150.9% | +92.0% | +124.8% |
| All | +136,006.1% | +13,009.7% | +122,996.4% | +24,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling