+35.2%
UNH vs EXE
+165.2%
-130.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | +3.4% | +5.3% | -2.0% | +3.0% |
| 30D | +3.0% | -2.2% | +5.2% | +3.1% |
| 3M | +2.7% | -5.9% | +8.6% | +3.2% |
| 6M | +2.8% | -5.7% | +8.5% | +3.1% |
| YTD | +25.9% | -17.8% | +43.7% | +27.5% |
| 1Y | +25.8% | -23.1% | +48.9% | +28.1% |
| 3Y | -20.0% | +21.2% | -41.2% | -22.1% |
| 5Y | -2.8% | +78.8% | -81.6% | -8.1% |
| All | +35.2% | +165.2% | -130.0% | +30.7% |
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