+7,589.2%
UNH vs EW
+8,331.5%
-742.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +3.4% | +4.9% | -1.5% | +2.1% |
| 30D | +3.0% | +23.9% | -21.0% | -2.5% |
| 3M | +2.7% | +15.8% | -13.0% | -1.2% |
| 6M | +2.8% | +31.7% | -28.9% | -4.5% |
| YTD | +25.9% | +25.7% | +0.2% | +17.9% |
| 1Y | +25.8% | +24.4% | +1.4% | +18.1% |
| 3Y | -20.0% | +65.9% | -85.9% | -33.3% |
| 5Y | -2.8% | -7.6% | +4.8% | -7.4% |
| 10Y | +228.7% | +253.2% | -24.5% | +114.4% |
| All | +7,589.2% | +8,331.5% | -742.2% | +2,374.9% |
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