+31.4%
UNH vs EIX
+7.5%
+23.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | +1.1% | -19.1% | +20.2% | +2.5% |
| 30D | -3.8% | -16.9% | +13.1% | -2.8% |
| 3M | +0.7% | -20.0% | +20.7% | +2.6% |
| 6M | +37.9% | -21.3% | +59.2% | +40.2% |
| YTD | +21.9% | -1.7% | +23.6% | +19.1% |
| 1Y | +31.4% | +9.6% | +21.8% | +22.6% |
| All | +31.4% | +7.5% | +23.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling