-0.5%
UNH vs NTRS
+93.2%
-93.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.5% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | -6.5% | -0.7% | -5.9% | -6.5% |
| 3M | -6.0% | +11.3% | -17.3% | -7.4% |
| 6M | +33.7% | +35.5% | -1.9% | +28.3% |
| YTD | +16.4% | +40.6% | -24.2% | +11.2% |
| 1Y | +10.1% | +49.2% | -39.1% | +4.5% |
| 3Y | -16.3% | +167.2% | -183.5% | -27.3% |
| All | -0.5% | +93.2% | -93.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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