-11.8%
UNH vs EXPE
+162.6%
-174.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.9% | +8.8% | +1.5% |
| 7D | +1.1% | -9.8% | +10.9% | +1.8% |
| 30D | -1.5% | -11.5% | +10.0% | -0.8% |
| 3M | -0.8% | +21.7% | -22.6% | -2.3% |
| 6M | +41.8% | +10.4% | +31.4% | +40.4% |
| YTD | +23.1% | -2.5% | +25.6% | +22.8% |
| 1Y | +28.5% | +27.3% | +1.2% | +25.4% |
| 3Y | -11.8% | +153.5% | -165.3% | -13.4% |
| All | -11.8% | +162.6% | -174.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling