+8,961.7%
UNH vs XLY
+1,114.2%
+7,847.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.5% | -1.7% | -2.8% | -3.7% |
| 30D | -6.5% | -4.2% | -2.4% | -4.5% |
| 3M | -6.0% | -2.7% | -3.3% | -5.0% |
| 6M | +33.7% | -0.6% | +34.3% | +33.1% |
| YTD | +16.4% | -5.0% | +21.4% | +18.6% |
| 1Y | +10.1% | -4.1% | +14.2% | +11.4% |
| 3Y | -16.3% | +33.6% | -49.9% | -31.9% |
| 5Y | +2.1% | +28.7% | -26.6% | -18.8% |
| 10Y | +233.1% | +219.6% | +13.5% | +54.0% |
| All | +8,961.7% | +1,114.2% | +7,847.5% | +1,837.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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