+3.5%
UNH vs EXPE
+89.3%
-85.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -1.7% | -11.5% | +9.9% | -0.8% |
| 30D | -3.8% | -13.1% | +9.2% | -2.9% |
| 3M | -4.3% | +18.1% | -22.4% | -5.6% |
| 6M | +38.6% | +13.3% | +25.4% | +36.9% |
| YTD | +20.7% | -3.2% | +23.9% | +20.3% |
| 1Y | +16.0% | +26.1% | -10.1% | +13.2% |
| 3Y | -13.5% | +151.7% | -165.2% | -20.0% |
| 5Y | +3.5% | +88.3% | -84.8% | -2.2% |
| All | +3.5% | +89.3% | -85.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling