+6,410.4%
UNH vs EXEL
+273.2%
+6,137.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +8.4% | -7.3% | +0.2% |
| 30D | -3.8% | +4.1% | -7.9% | -4.2% |
| 3M | +0.7% | +12.4% | -11.7% | -0.6% |
| 6M | +37.9% | +41.5% | -3.7% | +32.7% |
| YTD | +21.9% | +34.6% | -12.7% | +17.8% |
| 1Y | +31.4% | +57.9% | -26.5% | +24.6% |
| 3Y | -11.4% | +159.5% | -170.9% | -21.4% |
| 5Y | +2.5% | +198.5% | -196.0% | -11.2% |
| 10Y | +242.9% | +411.4% | -168.5% | +168.7% |
| All | +6,410.4% | +273.2% | +6,137.2% | +4,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling