+136,006.1%
UNH vs EXPD
+30,859.1%
+105,147.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | -3.8% | +4.1% | -7.9% | -4.5% |
| 3M | +0.7% | +17.9% | -17.2% | -2.4% |
| 6M | +37.9% | +29.2% | +8.6% | +31.1% |
| YTD | +21.9% | +27.4% | -5.4% | +16.0% |
| 1Y | +31.4% | +56.8% | -25.5% | +20.0% |
| 3Y | -11.4% | +68.0% | -79.4% | -20.9% |
| 5Y | +2.5% | +61.9% | -59.3% | -9.0% |
| 10Y | +242.9% | +316.0% | -73.1% | +156.8% |
| All | +136,006.1% | +30,859.1% | +105,147.0% | +64,319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling