+2.9%
UNH vs XLP
+32.7%
-29.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | -3.8% | -0.9% | -2.9% | -3.3% |
| 3M | +0.7% | +3.8% | -3.1% | -1.5% |
| 6M | +37.9% | -1.7% | +39.6% | +38.9% |
| YTD | +21.9% | +10.3% | +11.7% | +14.0% |
| 1Y | +31.4% | +7.8% | +23.6% | +24.6% |
| 3Y | -11.4% | +27.2% | -38.6% | -26.6% |
| All | +2.9% | +32.7% | -29.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling