+136,006.1%
UNH vs EXC
+2,353.7%
+133,652.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -3.8% | -3.7% | -0.1% | -2.6% |
| 3M | +0.7% | -1.3% | +2.0% | +1.0% |
| 6M | +37.9% | -9.7% | +47.6% | +42.3% |
| YTD | +21.9% | +2.9% | +19.0% | +20.1% |
| 1Y | +31.4% | +4.4% | +27.0% | +28.6% |
| 3Y | -11.4% | +22.2% | -33.6% | -19.2% |
| 5Y | +2.5% | +46.7% | -44.2% | -13.0% |
| 10Y | +242.9% | +155.3% | +87.5% | +137.9% |
| All | +136,006.1% | +2,353.7% | +133,652.3% | +39,122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling