+14,546.7%
NVDA vs UNH
+235.3%
+14,311.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.8% |
| 7D | -5.1% | -4.5% | -0.6% | -3.7% |
| 30D | -2.5% | -6.5% | +4.1% | -0.4% |
| 3M | +6.7% | -6.0% | +12.7% | +8.4% |
| 6M | +17.6% | +33.7% | -16.0% | +5.4% |
| YTD | +17.3% | +16.4% | +0.9% | +8.7% |
| 1Y | +23.5% | +10.1% | +13.4% | +16.3% |
| 3Y | +384.6% | -16.3% | +400.9% | +360.1% |
| 5Y | +875.4% | +2.1% | +873.3% | +701.9% |
| All | +14,546.7% | +235.3% | +14,311.3% | +7,416.7% |
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