+136,006.1%
UNH vs EMR
+4,039.8%
+131,966.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.6% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | -3.8% | -5.6% | +1.8% | -1.8% |
| 3M | +0.7% | +7.9% | -7.2% | -2.7% |
| 6M | +37.9% | +6.0% | +31.8% | +33.2% |
| YTD | +21.9% | +16.4% | +5.5% | +13.1% |
| 1Y | +31.4% | +16.6% | +14.8% | +21.5% |
| 3Y | -11.4% | +62.9% | -74.3% | -30.6% |
| 5Y | +2.5% | +60.1% | -57.6% | -20.7% |
| 10Y | +242.9% | +268.7% | -25.9% | +81.2% |
| All | +136,006.1% | +4,039.8% | +131,966.2% | +19,173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling