+31.4%
UNH vs NEM
+73.9%
-42.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -3.8% | +23.1% | -26.9% | -5.2% |
| 3M | +0.7% | +18.5% | -17.7% | -0.6% |
| 6M | +37.9% | +7.8% | +30.1% | +36.8% |
| YTD | +21.9% | +29.1% | -7.2% | +19.1% |
| 1Y | +31.4% | +72.7% | -41.3% | +25.3% |
| All | +31.4% | +73.9% | -42.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling