+228.4%
UNH vs EXPE
+169.0%
+59.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -4.5% | -5.8% | +1.2% | -3.8% |
| 30D | -6.5% | -13.6% | +7.1% | -4.8% |
| 3M | -6.0% | +25.2% | -31.2% | -9.2% |
| 6M | +33.7% | +22.3% | +11.3% | +29.0% |
| YTD | +16.4% | -0.3% | +16.7% | +15.0% |
| 1Y | +10.1% | +27.8% | -17.7% | +4.5% |
| 3Y | -16.3% | +162.4% | -178.7% | -30.6% |
| 5Y | +2.1% | +95.8% | -93.7% | -14.4% |
| All | +228.4% | +169.0% | +59.4% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling