+5.3%
UNH vs EXC
+48.6%
-43.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -1.5% | -2.7% | +1.2% | -0.8% |
| 3M | -0.8% | -1.0% | +0.1% | -0.7% |
| 6M | +41.8% | -9.3% | +51.1% | +45.4% |
| YTD | +23.1% | +3.6% | +19.4% | +21.2% |
| 1Y | +28.5% | +5.9% | +22.6% | +25.7% |
| 3Y | -11.8% | +21.3% | -33.1% | -18.5% |
| 5Y | +5.3% | +46.2% | -40.8% | -11.7% |
| All | +5.3% | +48.6% | -43.3% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling