+611.5%
UNH vs ESI
+224.6%
+386.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.5% |
| 7D | +1.1% | +3.3% | -2.3% | +0.5% |
| 30D | -3.8% | -5.9% | +2.1% | -2.9% |
| 3M | +0.7% | -14.1% | +14.8% | +2.6% |
| 6M | +37.9% | +6.6% | +31.3% | +34.2% |
| YTD | +21.9% | +45.0% | -23.1% | +12.0% |
| 1Y | +31.4% | +41.5% | -10.1% | +20.9% |
| 3Y | -11.4% | +78.8% | -90.2% | -23.7% |
| 5Y | +2.5% | +70.9% | -68.4% | -12.6% |
| 10Y | +242.9% | +317.1% | -74.2% | +134.7% |
| All | +611.5% | +224.6% | +386.9% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling