+634.5%
UNH vs ESI
+198.2%
+436.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.4% | +5.5% | -2.1% | +2.4% |
| 30D | +3.0% | -7.8% | +10.7% | +4.1% |
| 3M | +2.7% | -15.0% | +17.7% | +5.0% |
| 6M | +2.8% | -24.9% | +27.7% | +6.5% |
| YTD | +25.9% | +33.2% | -7.4% | +16.7% |
| 1Y | +25.8% | +24.9% | +0.9% | +17.8% |
| 3Y | -20.0% | +77.8% | -97.8% | -31.5% |
| 5Y | -2.8% | +37.1% | -40.0% | -13.9% |
| 10Y | +228.7% | +320.5% | -91.8% | +125.4% |
| All | +634.5% | +198.2% | +436.3% | +447.7% |
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