+228.4%
UNH vs EEM
+133.3%
+95.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -2.9% |
| 7D | -4.5% | -1.3% | -3.3% | -4.0% |
| 30D | -6.5% | +2.1% | -8.6% | -7.5% |
| 3M | -6.0% | +1.0% | -7.0% | -7.1% |
| 6M | +33.7% | +15.9% | +17.7% | +22.5% |
| YTD | +16.4% | +24.6% | -8.3% | +2.5% |
| 1Y | +10.1% | +32.3% | -22.2% | -6.0% |
| 3Y | -16.3% | +85.9% | -102.2% | -41.1% |
| 5Y | +2.1% | +45.4% | -43.3% | -17.7% |
| All | +228.4% | +133.3% | +95.1% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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