+3.5%
UNH vs XLB
+35.5%
-32.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.5% |
| 7D | -1.7% | -2.9% | +1.3% | -0.5% |
| 30D | -3.8% | -3.4% | -0.5% | -2.6% |
| 3M | -4.3% | +1.6% | -5.9% | -5.0% |
| 6M | +38.6% | +3.6% | +35.0% | +36.1% |
| YTD | +20.7% | +14.2% | +6.4% | +13.8% |
| 1Y | +16.0% | +15.6% | +0.4% | +8.8% |
| 3Y | -13.5% | +33.1% | -46.6% | -23.7% |
| 5Y | +3.5% | +35.0% | -31.5% | -10.2% |
| All | +3.5% | +35.5% | -32.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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