+3.5%
UNH vs EW
-29.9%
+33.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -1.7% | -5.1% | +3.5% | -1.1% |
| 30D | -3.8% | -6.4% | +2.5% | -3.2% |
| 3M | -4.3% | -1.6% | -2.7% | -4.2% |
| 6M | +38.6% | +2.3% | +36.3% | +38.0% |
| YTD | +20.7% | +1.1% | +19.6% | +20.2% |
| 1Y | +16.0% | +8.0% | +8.0% | +14.6% |
| 3Y | -13.5% | +16.3% | -29.8% | -17.5% |
| 5Y | +3.5% | -29.4% | +32.9% | +10.5% |
| All | +3.5% | -29.9% | +33.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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