+7,503.9%
UNH vs EW
+8,226.0%
-722.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | -1.6% | +6.5% | -8.1% | -3.2% |
| 30D | +6.5% | +22.5% | -16.0% | +1.1% |
| 3M | +0.8% | +13.0% | -12.2% | -2.4% |
| 6M | +6.1% | +37.1% | -31.1% | -2.5% |
| YTD | +24.5% | +24.1% | +0.4% | +17.0% |
| 1Y | +26.3% | +24.2% | +2.1% | +18.6% |
| 3Y | -20.7% | +64.8% | -85.5% | -33.8% |
| 5Y | -3.6% | -7.4% | +3.9% | -8.2% |
| 10Y | +225.1% | +248.8% | -23.7% | +112.7% |
| All | +7,503.9% | +8,226.0% | -722.1% | +2,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling