-13.0%
UNH vs XLP
+28.2%
-41.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | -3.8% | -0.9% | -2.9% | -3.5% |
| 3M | +0.7% | +3.8% | -3.1% | -0.3% |
| 6M | +37.9% | -1.7% | +39.6% | +38.7% |
| YTD | +21.9% | +10.3% | +11.7% | +17.6% |
| 1Y | +31.4% | +7.8% | +23.6% | +27.6% |
| All | -13.0% | +28.2% | -41.2% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling