+4.6%
UNH vs NEM
+153.1%
-148.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -3.2% | -3.3% | +0.1% | -2.9% |
| 30D | -3.5% | +7.8% | -11.3% | -4.2% |
| 3M | -4.2% | +36.3% | -40.4% | -6.9% |
| 6M | +38.3% | +6.6% | +31.7% | +36.8% |
| YTD | +19.2% | +27.1% | -7.9% | +15.8% |
| 1Y | +15.0% | +62.3% | -47.4% | +8.9% |
| 3Y | -14.5% | +245.1% | -259.6% | -24.5% |
| 5Y | +4.6% | +154.0% | -149.4% | -2.2% |
| All | +4.6% | +153.1% | -148.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling