+31.0%
UNH vs EXE
+191.4%
-160.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -3.8% | +8.5% | -12.2% | -4.4% |
| 3M | +0.7% | +5.5% | -4.7% | +0.3% |
| 6M | +37.9% | -5.9% | +43.8% | +38.3% |
| YTD | +21.9% | -9.7% | +31.7% | +22.7% |
| 1Y | +31.4% | +3.6% | +27.8% | +31.0% |
| 3Y | -11.4% | +18.0% | -29.4% | -13.3% |
| 5Y | +2.5% | +109.4% | -106.9% | -3.8% |
| All | +31.0% | +191.4% | -160.4% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling