+228.4%
UNH vs EFX
+42.6%
+185.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -4.5% | -4.5% | 0.0% | -3.6% |
| 30D | -6.5% | -6.1% | -0.5% | -5.4% |
| 3M | -6.0% | +6.2% | -12.2% | -7.9% |
| 6M | +33.7% | -11.2% | +44.9% | +35.9% |
| YTD | +16.4% | -21.4% | +37.8% | +21.4% |
| 1Y | +10.1% | -34.3% | +44.4% | +19.7% |
| 3Y | -16.3% | -12.5% | -3.8% | -18.4% |
| 5Y | +2.1% | -35.6% | +37.7% | +6.7% |
| All | +228.4% | +42.6% | +185.8% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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