+0.2%
UNH vs NVTS
-14.2%
+14.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +1.1% | +9.7% | -8.5% | +1.1% |
| 30D | -1.5% | -13.6% | +12.1% | -1.5% |
| 3M | -0.8% | -51.0% | +50.1% | -0.6% |
| 6M | +41.8% | +46.3% | -4.5% | +41.2% |
| YTD | +23.1% | +68.1% | -45.0% | +22.6% |
| 1Y | +28.5% | +113.9% | -85.4% | +28.3% |
| 3Y | -11.8% | +45.3% | -57.0% | -10.1% |
| All | +0.2% | -14.2% | +14.4% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling