+135,813.1%
UNH vs EXPD
+30,172.0%
+105,641.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -3.2% | -7.2% | +4.0% | -1.8% |
| 30D | +4.8% | -3.3% | +8.1% | +5.5% |
| 3M | -1.8% | +3.4% | -5.2% | -2.5% |
| 6M | +8.6% | +22.7% | -14.1% | +4.4% |
| YTD | +21.8% | +24.5% | -2.8% | +16.2% |
| 1Y | +25.8% | +38.6% | -12.8% | +17.7% |
| 3Y | -21.3% | +71.5% | -92.8% | -30.0% |
| 5Y | -5.3% | +56.2% | -61.6% | -15.4% |
| 10Y | +238.1% | +310.5% | -72.4% | +153.9% |
| All | +135,813.1% | +30,172.0% | +105,641.1% | +64,454.5% |
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