+228.4%
UNH vs EMR
+284.0%
-55.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -4.9% | -3.2% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | -6.5% | -6.8% | +0.2% | -4.4% |
| 3M | -6.0% | +7.5% | -13.5% | -8.8% |
| 6M | +33.7% | +9.9% | +23.8% | +27.8% |
| YTD | +16.4% | +16.0% | +0.4% | +8.5% |
| 1Y | +10.1% | +12.4% | -2.4% | +3.6% |
| 3Y | -16.3% | +60.2% | -76.6% | -33.6% |
| 5Y | +2.1% | +67.9% | -65.8% | -22.4% |
| All | +228.4% | +284.0% | -55.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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