+9,699.8%
UNH vs XLB
+823.1%
+8,876.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +3.4% | +0.5% | +2.8% | +3.1% |
| 30D | +3.0% | +5.2% | -2.2% | +0.3% |
| 3M | +2.7% | +0.3% | +2.4% | +2.4% |
| 6M | +2.8% | +1.2% | +1.6% | +1.7% |
| YTD | +25.9% | +16.6% | +9.2% | +15.1% |
| 1Y | +25.8% | +21.4% | +4.4% | +12.7% |
| 3Y | -20.0% | +43.2% | -63.2% | -35.2% |
| 5Y | -2.8% | +28.0% | -30.9% | -17.8% |
| 10Y | +228.7% | +164.8% | +64.0% | +86.6% |
| All | +9,699.8% | +823.1% | +8,876.7% | +2,986.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling