+3.5%
UNH vs ESI
+74.4%
-70.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.8% |
| 7D | -1.7% | +3.9% | -5.6% | -2.0% |
| 30D | -3.8% | -3.8% | -0.1% | -3.5% |
| 3M | -4.3% | -13.1% | +8.8% | -3.4% |
| 6M | +38.6% | +11.3% | +27.3% | +35.2% |
| YTD | +20.7% | +44.1% | -23.4% | +13.9% |
| 1Y | +16.0% | +40.3% | -24.3% | +9.7% |
| 3Y | -13.5% | +84.1% | -97.5% | -22.5% |
| 5Y | +3.5% | +75.8% | -72.3% | -8.6% |
| All | +3.5% | +74.4% | -70.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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