-20.0%
UNH vs NTAP
+148.4%
-168.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | +3.4% | +7.2% | -3.8% | +3.3% |
| 30D | +3.0% | -18.4% | +21.4% | +3.1% |
| 3M | +2.7% | -11.3% | +14.1% | +2.7% |
| 6M | +2.8% | +53.8% | -51.0% | +1.9% |
| YTD | +25.9% | +72.0% | -46.1% | +24.6% |
| 1Y | +25.8% | +68.0% | -42.2% | +24.5% |
| 3Y | -20.0% | +149.5% | -169.5% | -19.4% |
| All | -20.0% | +148.4% | -168.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling