+228.4%
UNH vs NTAP
+650.8%
-422.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.5% | -10.9% | -3.9% |
| 7D | -4.5% | +7.4% | -11.9% | -5.8% |
| 30D | -6.5% | -1.4% | -5.2% | -6.4% |
| 3M | -6.0% | +24.6% | -30.6% | -10.0% |
| 6M | +33.7% | +105.9% | -72.2% | +15.1% |
| YTD | +16.4% | +88.5% | -72.1% | +1.6% |
| 1Y | +10.1% | +62.1% | -52.0% | -1.2% |
| 3Y | -16.3% | +169.1% | -185.4% | -35.4% |
| 5Y | +2.1% | +141.9% | -139.8% | -20.3% |
| All | +228.4% | +650.8% | -422.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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