+129,820.1%
UNH vs NYT
+758.3%
+129,061.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.5% |
| 7D | -4.5% | -0.6% | -4.0% | -4.4% |
| 30D | -6.5% | +4.6% | -11.1% | -7.3% |
| 3M | -6.0% | -9.6% | +3.6% | -4.5% |
| 6M | +33.7% | -14.0% | +47.7% | +36.8% |
| YTD | +16.4% | -2.8% | +19.2% | +16.2% |
| 1Y | +10.1% | +15.6% | -5.5% | +6.1% |
| 3Y | -16.3% | +56.3% | -72.6% | -25.1% |
| 5Y | +2.1% | +39.5% | -37.4% | -8.6% |
| 10Y | +233.1% | +488.0% | -255.0% | +117.0% |
| All | +129,820.1% | +758.3% | +129,061.7% | +57,824.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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