+506.3%
NOW vs UNH
+236.2%
+270.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.6% |
| 7D | -8.7% | +0.2% | -8.9% | -8.8% |
| 30D | -29.3% | +6.8% | -36.1% | -30.7% |
| 3M | -21.8% | -0.3% | -21.6% | -22.0% |
| 6M | +9.2% | +7.9% | +1.4% | +6.2% |
| YTD | -35.0% | +25.1% | -60.1% | -40.4% |
| 1Y | -42.5% | +29.3% | -71.8% | -47.9% |
| 3Y | -21.5% | -20.3% | -1.2% | -20.7% |
| 5Y | -25.8% | -3.6% | -22.2% | -32.5% |
| 10Y | +506.3% | +227.5% | +278.9% | +286.9% |
| All | +506.3% | +236.2% | +270.2% | +286.9% |
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