+139,595.8%
UNH vs EXC
+2,460.0%
+137,135.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +6.8% | +9.0% | -2.2% | +3.6% |
| 3M | -0.3% | +3.3% | -3.6% | -1.5% |
| 6M | +7.9% | +5.7% | +2.2% | +5.5% |
| YTD | +25.1% | +7.3% | +17.8% | +21.3% |
| 1Y | +29.3% | +2.9% | +26.4% | +27.1% |
| 3Y | -20.3% | +29.3% | -49.6% | -28.7% |
| 5Y | -3.6% | +40.1% | -43.6% | -16.9% |
| 10Y | +227.5% | +197.7% | +29.8% | +116.4% |
| All | +139,595.8% | +2,460.0% | +137,135.8% | +39,524.8% |
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