-3.4%
UNH vs EIX
+17.2%
-20.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.4% | -1.5% | +3.8% | +2.6% |
| 30D | +7.2% | +8.1% | -0.9% | +6.0% |
| 3M | +0.5% | -12.1% | +12.6% | +1.7% |
| 6M | +3.4% | -13.4% | +16.8% | +4.8% |
| YTD | +25.2% | +5.6% | +19.6% | +22.2% |
| 1Y | +22.7% | +7.8% | +14.8% | +19.2% |
| 3Y | -20.3% | +9.8% | -30.1% | -24.9% |
| 5Y | -3.4% | +18.8% | -22.2% | -15.4% |
| All | -3.4% | +17.2% | -20.6% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling