+4,391.7%
XOM vs UNH
+135,996.8%
-131,605.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +2.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.3% |
| 30D | +3.4% | -3.8% | +7.3% | +4.1% |
| 3M | +11.0% | -4.3% | +15.3% | +11.7% |
| 6M | +10.6% | +38.6% | -28.0% | +4.2% |
| YTD | +39.2% | +20.7% | +18.5% | +33.5% |
| 1Y | +52.7% | +16.0% | +36.7% | +47.2% |
| 3Y | +56.8% | -13.5% | +70.2% | +54.3% |
| 5Y | +261.8% | +3.5% | +258.3% | +242.8% |
| 10Y | +191.3% | +245.3% | -54.0% | +125.0% |
| All | +4,391.7% | +135,996.8% | -131,605.1% | +1,852.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling