+25.0%
UNH vs EXE
+182.2%
-157.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.2% |
| 7D | -4.5% | -3.1% | -1.4% | -4.3% |
| 30D | -6.5% | -0.9% | -5.6% | -6.5% |
| 3M | -6.0% | +9.6% | -15.5% | -6.7% |
| 6M | +33.7% | -11.6% | +45.3% | +34.8% |
| YTD | +16.4% | -12.6% | +28.9% | +17.5% |
| 1Y | +10.1% | +1.2% | +8.9% | +9.9% |
| 3Y | -16.3% | +18.0% | -34.3% | -18.2% |
| 5Y | +2.1% | +101.1% | -99.0% | -4.0% |
| All | +25.0% | +182.2% | -157.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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