+231.0%
UNH vs XLP
+130.4%
+100.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +4.8% | +8.9% | -4.1% | -2.3% |
| 3M | -1.7% | +7.5% | -9.2% | -7.5% |
| 6M | +5.9% | +9.4% | -3.5% | -2.1% |
| YTD | +22.8% | +19.3% | +3.6% | +4.7% |
| 1Y | +25.9% | +21.7% | +4.2% | +5.5% |
| 3Y | -21.4% | +44.0% | -65.4% | -44.8% |
| 5Y | -6.3% | +42.8% | -49.0% | -34.2% |
| 10Y | +231.0% | +128.8% | +102.2% | +69.9% |
| All | +231.0% | +130.4% | +100.6% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling