+228.4%
UNH vs NEM
+319.0%
-90.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -4.5% | -1.0% | -3.5% | -4.5% |
| 30D | -6.5% | +7.8% | -14.4% | -7.3% |
| 3M | -6.0% | +30.2% | -36.2% | -8.6% |
| 6M | +33.7% | +9.6% | +24.1% | +31.7% |
| YTD | +16.4% | +27.8% | -11.4% | +12.7% |
| 1Y | +10.1% | +60.7% | -50.6% | +3.8% |
| 3Y | -16.3% | +245.3% | -261.6% | -27.6% |
| 5Y | +2.1% | +155.3% | -153.2% | -9.6% |
| All | +228.4% | +319.0% | -90.7% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling