-16.3%
UNH vs NVS
+54.2%
-70.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -4.5% | -14.3% | +9.7% | -2.2% |
| 30D | -6.5% | -10.0% | +3.4% | -5.3% |
| 3M | -6.0% | -10.9% | +4.9% | -4.6% |
| 6M | +33.7% | -12.0% | +45.6% | +35.8% |
| YTD | +16.4% | +2.5% | +13.9% | +13.5% |
| 1Y | +10.1% | +10.7% | -0.6% | +5.0% |
| 3Y | -16.3% | +53.3% | -69.6% | -26.7% |
| All | -16.3% | +54.2% | -70.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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