+129,820.0%
UNH vs NEM
+481.9%
+129,338.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -6.0% | +30.2% | -36.2% | -7.7% |
| 6M | +33.7% | +9.6% | +24.1% | +32.3% |
| YTD | +16.4% | +27.8% | -11.4% | +14.0% |
| 1Y | +10.1% | +60.7% | -50.6% | +6.1% |
| 3Y | -16.3% | +245.3% | -261.6% | -23.6% |
| 5Y | +2.1% | +155.3% | -153.2% | -5.7% |
| 10Y | +233.1% | +313.2% | -80.1% | +196.1% |
| All | +129,820.0% | +481.9% | +129,338.2% | +103,959.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling