+228.4%
UNH vs NOC
+192.5%
+35.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.5% | +0.8% | -5.3% | -4.8% |
| 30D | -6.5% | -9.7% | +3.2% | -3.6% |
| 3M | -6.0% | -5.6% | -0.3% | -4.6% |
| 6M | +33.7% | -28.6% | +62.2% | +47.9% |
| YTD | +16.4% | -7.9% | +24.3% | +17.2% |
| 1Y | +10.1% | -9.5% | +19.6% | +11.5% |
| 3Y | -16.3% | +28.4% | -44.7% | -27.1% |
| 5Y | +2.1% | +59.0% | -56.8% | -21.3% |
| All | +228.4% | +192.5% | +35.9% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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