-0.5%
UNH vs NSC
+42.7%
-43.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | -4.5% | -2.8% | -1.8% | -4.0% |
| 30D | -6.5% | -4.5% | -2.0% | -5.8% |
| 3M | -6.0% | +3.5% | -9.5% | -6.8% |
| 6M | +33.7% | +8.5% | +25.1% | +31.0% |
| YTD | +16.4% | +12.3% | +4.0% | +13.1% |
| 1Y | +10.1% | +18.9% | -8.9% | +5.7% |
| 3Y | -16.3% | +74.1% | -90.4% | -27.5% |
| All | -0.5% | +42.7% | -43.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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