+129,820.1%
UNH vs NTRS
+7,800.3%
+122,019.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.7% |
| 7D | -4.5% | +1.4% | -5.9% | -5.0% |
| 30D | -6.5% | -0.7% | -5.9% | -6.4% |
| 3M | -6.0% | +11.3% | -17.3% | -9.2% |
| 6M | +33.7% | +35.5% | -1.9% | +21.3% |
| YTD | +16.4% | +40.6% | -24.2% | +4.3% |
| 1Y | +10.1% | +49.2% | -39.1% | -3.3% |
| 3Y | -16.3% | +167.2% | -183.5% | -40.9% |
| 5Y | +2.1% | +94.9% | -92.8% | -22.6% |
| 10Y | +233.1% | +259.5% | -26.4% | +100.0% |
| All | +129,820.1% | +7,800.3% | +122,019.7% | +23,269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling