+9,481.6%
UNH vs XLB
+813.8%
+8,667.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +1.1% | -0.2% | +1.4% | +1.3% |
| 30D | -1.5% | -1.7% | +0.2% | -0.7% |
| 3M | -0.8% | +4.4% | -5.2% | -3.3% |
| 6M | +41.8% | +5.0% | +36.8% | +37.4% |
| YTD | +23.1% | +15.5% | +7.6% | +13.3% |
| 1Y | +28.5% | +14.9% | +13.6% | +18.6% |
| 3Y | -11.8% | +34.5% | -46.3% | -26.1% |
| 5Y | +5.3% | +36.5% | -31.2% | -13.9% |
| 10Y | +247.4% | +159.6% | +87.8% | +99.5% |
| All | +9,481.6% | +813.8% | +8,667.8% | +2,937.7% |
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