+953.1%
UNH vs EXPE
+851.4%
+101.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | +1.1% | -9.5% | +10.6% | +2.7% |
| 30D | -3.8% | -6.6% | +2.8% | -2.8% |
| 3M | +0.7% | +31.4% | -30.6% | -4.1% |
| 6M | +37.9% | +35.2% | +2.7% | +29.8% |
| YTD | +21.9% | +5.8% | +16.1% | +19.0% |
| 1Y | +31.4% | +38.7% | -7.3% | +21.8% |
| 3Y | -11.4% | +175.8% | -187.2% | -29.4% |
| 5Y | +2.5% | +111.8% | -109.3% | -17.9% |
| 10Y | +242.9% | +179.7% | +63.2% | +139.4% |
| All | +953.1% | +851.4% | +101.7% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling