-14.3%
UNH vs NOC
+28.9%
-43.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -3.5% | -9.4% | +6.0% | -2.3% |
| 3M | -4.2% | -3.8% | -0.3% | -3.8% |
| 6M | +38.3% | -28.8% | +67.1% | +44.7% |
| YTD | +19.2% | -7.9% | +27.1% | +18.4% |
| 1Y | +15.0% | -9.0% | +24.0% | +14.5% |
| All | -14.3% | +28.9% | -43.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling