+228.4%
UNH vs BNS
+188.9%
+39.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.6% |
| 7D | -4.5% | -0.4% | -4.2% | -4.4% |
| 30D | -6.5% | +3.5% | -10.0% | -8.0% |
| 3M | -6.0% | +14.1% | -20.1% | -11.3% |
| 6M | +33.7% | +33.8% | -0.1% | +17.7% |
| YTD | +16.4% | +29.5% | -13.1% | +3.6% |
| 1Y | +10.1% | +48.4% | -38.3% | -7.7% |
| 3Y | -16.3% | +129.6% | -145.9% | -43.5% |
| 5Y | +2.1% | +96.1% | -94.0% | -26.6% |
| All | +228.4% | +188.9% | +39.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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