+7,179.3%
UNH vs NTAP
+23,420.6%
-16,241.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.1% | -0.8% | +1.8% | +1.1% |
| 30D | -3.8% | -0.5% | -3.2% | -3.8% |
| 3M | +0.7% | +4.1% | -3.3% | +0.1% |
| 6M | +37.9% | +88.0% | -50.1% | +28.7% |
| YTD | +21.9% | +75.6% | -53.6% | +14.4% |
| 1Y | +31.4% | +58.9% | -27.5% | +24.5% |
| 3Y | -11.4% | +153.6% | -165.0% | -21.0% |
| 5Y | +2.5% | +127.6% | -125.1% | -8.2% |
| 10Y | +242.9% | +580.4% | -337.5% | +171.8% |
| All | +7,179.3% | +23,420.6% | -16,241.3% | +2,948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling