-20.0%
UNH vs EXPD
+75.3%
-95.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.4% | +5.5% | -2.1% | +2.7% |
| 30D | +3.0% | -0.8% | +3.8% | +3.1% |
| 3M | +2.7% | +4.1% | -1.4% | +2.2% |
| 6M | +2.8% | +25.7% | -22.9% | +0.2% |
| YTD | +25.9% | +31.4% | -5.5% | +21.7% |
| 1Y | +25.8% | +42.2% | -16.4% | +20.8% |
| 3Y | -20.0% | +77.2% | -97.2% | -26.1% |
| All | -20.0% | +75.3% | -95.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling