+79.6%
UNH vs XLC
+143.7%
-64.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | -3.8% | +1.0% | -4.8% | -4.3% |
| 3M | +0.7% | -0.7% | +1.4% | +0.8% |
| 6M | +37.9% | -5.1% | +43.0% | +41.0% |
| YTD | +21.9% | -4.3% | +26.2% | +24.1% |
| 1Y | +31.4% | -0.6% | +31.9% | +31.3% |
| 3Y | -11.4% | +72.7% | -84.1% | -35.3% |
| 5Y | +2.5% | +38.0% | -35.5% | -12.4% |
| All | +79.6% | +143.7% | -64.2% | -12.6% |
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