+15.0%
UNH vs EIX
+9.7%
+5.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.2% |
| 30D | -3.5% | -18.8% | +15.3% | -2.4% |
| 3M | -4.2% | -19.7% | +15.5% | -2.6% |
| 6M | +38.3% | -18.2% | +56.5% | +39.8% |
| YTD | +19.2% | -1.7% | +21.0% | +18.0% |
| 1Y | +15.0% | +7.8% | +7.2% | +10.3% |
| All | +15.0% | +9.7% | +5.2% | +10.3% |
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