+216.1%
UNH vs EL
+62.2%
+153.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +3.4% | +1.5% | +1.8% | +3.1% |
| 30D | +3.0% | +10.0% | -7.0% | +1.2% |
| 3M | +2.7% | +28.4% | -25.7% | -2.2% |
| 6M | +2.8% | +37.1% | -34.3% | -3.6% |
| YTD | +25.9% | +7.8% | +18.0% | +22.1% |
| 1Y | +25.8% | +26.0% | -0.2% | +18.2% |
| 3Y | -20.0% | +3.8% | -23.9% | -24.8% |
| 5Y | -2.8% | -65.2% | +62.4% | +23.6% |
| All | +216.1% | +62.2% | +153.9% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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