-0.5%
UNH vs NRG
+194.8%
-195.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.4% |
| 7D | -4.5% | -4.7% | +0.1% | -4.4% |
| 30D | -6.5% | -6.0% | -0.6% | -6.3% |
| 3M | -6.0% | -8.0% | +2.0% | -5.8% |
| 6M | +33.7% | -23.2% | +56.8% | +34.6% |
| YTD | +16.4% | -28.1% | +44.4% | +17.5% |
| 1Y | +10.1% | -27.3% | +37.3% | +11.0% |
| 3Y | -16.3% | +208.7% | -225.0% | -29.9% |
| All | -0.5% | +194.8% | -195.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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