-2.9%
UNH vs NVTS
-20.2%
+17.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.2% |
| 7D | -3.2% | +0.5% | -3.6% | -3.2% |
| 30D | -3.5% | -18.0% | +14.6% | -3.4% |
| 3M | -4.2% | -45.6% | +41.4% | -4.0% |
| 6M | +38.3% | +28.5% | +9.9% | +37.8% |
| YTD | +19.2% | +56.2% | -36.9% | +18.8% |
| 1Y | +15.0% | +97.7% | -82.7% | +14.8% |
| 3Y | -14.5% | +35.0% | -49.5% | -12.9% |
| All | -2.9% | -20.2% | +17.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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