+5.3%
UNH vs REPL
-53.9%
+59.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +1.1% | -5.7% | +6.9% | +1.2% |
| 30D | -1.5% | +22.5% | -24.0% | -1.8% |
| 3M | -0.8% | +64.7% | -65.5% | -1.8% |
| 6M | +41.8% | +83.0% | -41.2% | +38.1% |
| YTD | +23.1% | +52.0% | -28.9% | +20.2% |
| 1Y | +28.5% | +144.5% | -116.0% | +22.7% |
| 3Y | -11.8% | -25.1% | +13.3% | -15.8% |
| 5Y | +5.3% | -52.9% | +58.2% | -1.6% |
| All | +5.3% | -53.9% | +59.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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