+25.8%
UNH vs XLC
-2.4%
+28.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +3.4% | +3.7% | -0.3% | +2.2% |
| 30D | +3.0% | -1.9% | +4.9% | +3.5% |
| 3M | +2.7% | -3.1% | +5.8% | +3.6% |
| 6M | +2.8% | -6.4% | +9.1% | +5.8% |
| YTD | +25.9% | -6.8% | +32.7% | +29.3% |
| 1Y | +25.8% | -1.7% | +27.5% | +24.9% |
| All | +25.8% | -2.4% | +28.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling