+228.4%
UNH vs EL
+26.1%
+202.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.5% |
| 7D | -4.5% | -6.5% | +1.9% | -3.4% |
| 30D | -6.5% | +11.1% | -17.7% | -8.6% |
| 3M | -6.0% | +10.7% | -16.7% | -8.1% |
| 6M | +33.7% | +6.9% | +26.8% | +30.8% |
| YTD | +16.4% | -6.3% | +22.7% | +15.9% |
| 1Y | +10.1% | +13.5% | -3.4% | +5.3% |
| 3Y | -16.3% | -33.1% | +16.8% | -12.9% |
| 5Y | +2.1% | -68.8% | +70.9% | +31.1% |
| All | +228.4% | +26.1% | +202.2% | +208.2% |
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