+228.4%
UNH vs XYL
+150.5%
+77.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.5% | +1.2% | -5.7% | -4.9% |
| 30D | -6.5% | -11.9% | +5.4% | -2.4% |
| 3M | -6.0% | -1.5% | -4.4% | -5.9% |
| 6M | +33.7% | -11.9% | +45.6% | +38.6% |
| YTD | +16.4% | -20.6% | +37.0% | +25.0% |
| 1Y | +10.1% | -23.5% | +33.6% | +19.8% |
| 3Y | -16.3% | +14.9% | -31.2% | -24.7% |
| 5Y | +2.1% | -15.3% | +17.4% | +2.4% |
| All | +228.4% | +150.5% | +77.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling