+228.4%
UNH vs ELV
+280.2%
-51.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.7% |
| 7D | -4.5% | +3.2% | -7.7% | -6.8% |
| 30D | -6.5% | +5.4% | -11.9% | -10.2% |
| 3M | -6.0% | +5.4% | -11.3% | -10.4% |
| 6M | +33.7% | +45.7% | -12.1% | +0.9% |
| YTD | +16.4% | +21.2% | -4.8% | +0.5% |
| 1Y | +10.1% | +35.6% | -25.5% | -12.7% |
| 3Y | -16.3% | -2.0% | -14.3% | -18.2% |
| 5Y | +2.1% | +26.0% | -23.9% | -18.2% |
| All | +228.4% | +280.2% | -51.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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