-13.2%
UNH vs EMB
+30.5%
-43.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -3.8% | -0.3% | -3.6% | -3.8% |
| 3M | -4.3% | -0.3% | -4.0% | -4.2% |
| 6M | +38.6% | +0.7% | +37.9% | +38.2% |
| YTD | +20.7% | +1.3% | +19.4% | +20.2% |
| 1Y | +16.0% | +4.7% | +11.3% | +15.2% |
| All | -13.2% | +30.5% | -43.7% | -11.0% |
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