+247.4%
UNH vs XLP
+102.6%
+144.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.5% |
| 7D | +1.1% | -1.4% | +2.6% | +2.3% |
| 30D | -1.5% | -1.3% | -0.2% | -0.5% |
| 3M | -0.8% | +1.8% | -2.7% | -2.7% |
| 6M | +41.8% | -0.8% | +42.6% | +41.8% |
| YTD | +23.1% | +9.5% | +13.5% | +12.6% |
| 1Y | +28.5% | +7.2% | +21.3% | +19.8% |
| 3Y | -11.8% | +27.1% | -38.9% | -31.0% |
| 5Y | +5.3% | +32.0% | -26.7% | -21.2% |
| 10Y | +247.4% | +102.9% | +144.5% | +86.6% |
| All | +247.4% | +102.6% | +144.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling