+9,079.6%
UNH vs EME
+62,686.5%
-53,606.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | +1.1% | +5.2% | -4.0% | +0.1% |
| 30D | -1.5% | -5.4% | +3.8% | -0.5% |
| 3M | -0.8% | -6.1% | +5.3% | -0.4% |
| 6M | +41.8% | +9.7% | +32.2% | +37.1% |
| YTD | +23.1% | +26.6% | -3.5% | +14.9% |
| 1Y | +28.5% | +24.6% | +3.9% | +19.5% |
| 3Y | -11.8% | +249.6% | -261.3% | -37.5% |
| 5Y | +5.3% | +556.6% | -551.2% | -36.6% |
| 10Y | +247.4% | +1,286.6% | -1,039.2% | +70.4% |
| All | +9,079.6% | +62,686.5% | -53,606.8% | +3,042.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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