-20.5%
UNH vs EMB
+30.1%
-50.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +7.2% | +0.5% | +6.7% | +7.1% |
| 3M | +0.5% | -2.5% | +3.0% | +1.2% |
| 6M | +3.4% | -2.0% | +5.4% | +4.0% |
| YTD | +25.2% | -0.9% | +26.0% | +25.4% |
| 1Y | +22.7% | -0.3% | +23.0% | +22.7% |
| All | -20.5% | +30.1% | -50.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling