+4.6%
UNH vs EMR
+62.1%
-57.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.2% | -1.2% | -1.9% | -2.9% |
| 30D | -3.5% | -9.4% | +6.0% | -1.7% |
| 3M | -4.2% | +8.6% | -12.7% | -5.8% |
| 6M | +38.3% | +6.7% | +31.6% | +35.8% |
| YTD | +19.2% | +13.1% | +6.2% | +15.3% |
| 1Y | +15.0% | +12.7% | +2.2% | +11.2% |
| 3Y | -14.5% | +58.1% | -72.6% | -23.8% |
| 5Y | +4.6% | +63.6% | -59.1% | -10.0% |
| All | +4.6% | +62.1% | -57.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling