+236.3%
UNH vs EXC
+159.4%
+77.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -3.2% | -1.6% | -1.5% | -2.4% |
| 30D | -3.5% | -2.4% | -1.1% | -2.5% |
| 3M | -4.2% | -4.0% | -0.2% | -2.7% |
| 6M | +38.3% | -9.8% | +48.1% | +44.0% |
| YTD | +19.2% | +2.3% | +16.9% | +17.0% |
| 1Y | +15.0% | +3.8% | +11.1% | +12.0% |
| 3Y | -14.5% | +19.7% | -34.3% | -23.9% |
| 5Y | +4.6% | +45.6% | -41.0% | -17.4% |
| All | +236.3% | +159.4% | +77.0% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling