+10.1%
UNH vs EMR
+15.3%
-5.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -4.9% | -2.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | -6.5% | -6.8% | +0.2% | -5.4% |
| 3M | -6.0% | +7.5% | -13.5% | -7.4% |
| 6M | +33.7% | +9.9% | +23.8% | +30.1% |
| YTD | +16.4% | +16.0% | +0.4% | +8.2% |
| 1Y | +10.1% | +12.4% | -2.4% | +2.6% |
| All | +10.1% | +15.3% | -5.3% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling