+987.2%
UNH vs EXPE
+723.5%
+263.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +3.0% | -6.1% | +9.1% | +3.7% |
| 3M | +2.7% | -21.3% | +24.0% | +6.2% |
| 6M | +2.8% | +19.0% | -16.2% | -1.1% |
| YTD | +25.9% | -8.4% | +34.3% | +25.1% |
| 1Y | +25.8% | -2.8% | +28.6% | +23.7% |
| 3Y | -20.0% | +120.8% | -140.8% | -33.8% |
| 5Y | -2.8% | +46.2% | -49.0% | -16.7% |
| 10Y | +228.7% | +123.8% | +104.9% | +137.6% |
| All | +987.2% | +723.5% | +263.6% | +374.6% |
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