+9,379.7%
UNH vs XLP
+568.6%
+8,811.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.7% |
| 7D | -3.2% | +0.7% | -3.9% | -3.9% |
| 30D | +4.8% | +10.3% | -5.4% | -3.7% |
| 3M | -1.8% | +6.5% | -8.4% | -7.2% |
| 6M | +8.6% | +8.4% | +0.2% | +0.8% |
| YTD | +21.8% | +18.2% | +3.6% | +4.1% |
| 1Y | +25.8% | +22.4% | +3.4% | +4.4% |
| 3Y | -21.3% | +41.9% | -63.2% | -43.7% |
| 5Y | -5.3% | +40.9% | -46.2% | -32.2% |
| 10Y | +238.1% | +128.4% | +109.7% | +59.6% |
| All | +9,379.7% | +568.6% | +8,811.1% | +1,808.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling