+4.6%
UNH vs XLC
+37.9%
-33.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.2% | -1.7% | -1.5% | -2.8% |
| 30D | -3.5% | +0.2% | -3.7% | -3.5% |
| 3M | -4.2% | +0.7% | -4.9% | -4.4% |
| 6M | +38.3% | -4.5% | +42.8% | +39.4% |
| YTD | +19.2% | -4.7% | +23.9% | +20.2% |
| 1Y | +15.0% | -1.5% | +16.5% | +15.2% |
| 3Y | -14.5% | +72.2% | -86.8% | -23.8% |
| 5Y | +4.6% | +39.3% | -34.7% | +2.1% |
| All | +4.6% | +37.9% | -33.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling