+84.3%
UNH vs XLC
+134.8%
-50.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +2.4% | +3.1% | -0.7% | +0.9% |
| 30D | +7.2% | -4.2% | +11.4% | +9.4% |
| 3M | +0.5% | -2.1% | +2.6% | +1.3% |
| 6M | +3.4% | -6.6% | +10.0% | +6.4% |
| YTD | +25.2% | -7.8% | +32.9% | +29.5% |
| 1Y | +22.7% | -4.1% | +26.8% | +24.4% |
| 3Y | -20.3% | +62.6% | -82.9% | -39.9% |
| 5Y | -3.4% | +39.6% | -43.0% | -19.3% |
| All | +84.3% | +134.8% | -50.5% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling