+2,971.6%
UNH vs ELV
+2,378.1%
+593.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.0% |
| 7D | -1.7% | -2.2% | +0.6% | -0.1% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | -4.3% | -6.1% | +1.8% | -0.8% |
| 6M | +38.6% | +42.8% | -4.2% | +5.6% |
| YTD | +20.7% | +14.4% | +6.3% | +8.3% |
| 1Y | +16.0% | +28.6% | -12.6% | -4.9% |
| 3Y | -13.5% | -7.4% | -6.1% | -12.0% |
| 5Y | +3.5% | +14.5% | -11.0% | -11.5% |
| 10Y | +245.3% | +257.4% | -12.1% | +21.0% |
| All | +2,971.6% | +2,378.1% | +593.6% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling