-0.5%
UNH vs EXEL
+180.6%
-181.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | -4.5% | -4.9% | +0.4% | -4.1% |
| 30D | -6.5% | +11.4% | -17.9% | -7.6% |
| 3M | -6.0% | +4.9% | -10.9% | -6.5% |
| 6M | +33.7% | +34.4% | -0.8% | +29.8% |
| YTD | +16.4% | +28.0% | -11.6% | +13.3% |
| 1Y | +10.1% | +43.6% | -33.6% | +6.0% |
| 3Y | -16.3% | +155.2% | -171.5% | -24.8% |
| All | -0.5% | +180.6% | -181.1% | -14.8% |
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