+9,393.2%
UNH vs XLP
+523.7%
+8,869.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.3% |
| 7D | +1.1% | -1.0% | +2.1% | +1.9% |
| 30D | -3.8% | -0.9% | -2.9% | -3.1% |
| 3M | +0.7% | +3.8% | -3.1% | -2.8% |
| 6M | +37.9% | -1.7% | +39.6% | +38.9% |
| YTD | +21.9% | +10.3% | +11.7% | +10.8% |
| 1Y | +31.4% | +7.8% | +23.6% | +21.7% |
| 3Y | -11.4% | +27.2% | -38.6% | -30.3% |
| 5Y | +2.5% | +32.5% | -30.0% | -22.5% |
| 10Y | +242.9% | +101.8% | +141.1% | +80.2% |
| All | +9,393.2% | +523.7% | +8,869.5% | +1,931.8% |
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