+255.6%
XOM vs UNH
+3.5%
+252.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.9% | -3.2% | +5.0% | +2.1% |
| 30D | +4.1% | -3.5% | +7.5% | +4.3% |
| 3M | +10.4% | -4.2% | +14.6% | +10.7% |
| 6M | +13.0% | +38.3% | -25.3% | +10.2% |
| YTD | +40.1% | +19.2% | +20.8% | +37.7% |
| 1Y | +51.1% | +15.0% | +36.2% | +49.0% |
| 3Y | +57.7% | -14.5% | +72.2% | +55.0% |
| All | +255.6% | +3.5% | +252.0% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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