+10.1%
UNH vs NEM
+64.8%
-54.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.1% |
| 3M | -6.0% | +30.2% | -36.2% | -7.9% |
| 6M | +33.7% | +9.6% | +24.1% | +32.2% |
| YTD | +16.4% | +27.8% | -11.4% | +13.7% |
| 1Y | +10.1% | +60.7% | -50.6% | +4.0% |
| All | +10.1% | +64.8% | -54.8% | +4.0% |
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