-1.1%
UNH vs EXEL
+281.2%
-282.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +3.0% | +13.1% | -10.1% | +1.6% |
| 3M | +2.7% | +36.3% | -33.6% | -0.7% |
| 6M | +2.8% | +34.5% | -31.7% | -0.5% |
| YTD | +25.9% | +57.4% | -31.6% | +19.7% |
| 1Y | +25.8% | +62.9% | -37.1% | +19.3% |
| 3Y | -20.0% | +229.5% | -249.5% | -30.5% |
| All | -1.1% | +281.2% | -282.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling