+790.9%
NOW vs UNH
+242.5%
+548.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -4.1% | -1.7% | -2.5% | -3.6% |
| 30D | +2.9% | -3.8% | +6.7% | +3.9% |
| 3M | +22.6% | -4.3% | +26.9% | +24.0% |
| 6M | +7.5% | +38.6% | -31.1% | -3.5% |
| YTD | -14.4% | +20.7% | -35.1% | -20.6% |
| 1Y | -29.8% | +16.0% | -45.8% | -34.2% |
| 3Y | +9.2% | -13.5% | +22.7% | +5.4% |
| 5Y | +0.8% | +3.5% | -2.7% | -11.9% |
| 10Y | +790.9% | +245.3% | +545.6% | +361.3% |
| All | +790.9% | +242.5% | +548.4% | +361.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling