+228.4%
UNH vs TROW
+130.0%
+98.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -4.5% | -3.2% | -1.4% | -3.5% |
| 30D | -6.5% | -4.6% | -1.9% | -5.1% |
| 3M | -6.0% | -0.7% | -5.3% | -6.1% |
| 6M | +33.7% | +22.2% | +11.4% | +24.8% |
| YTD | +16.4% | +6.6% | +9.8% | +13.4% |
| 1Y | +10.1% | +5.8% | +4.2% | +7.5% |
| 3Y | -16.3% | +11.6% | -27.9% | -21.9% |
| 5Y | +2.1% | -38.9% | +41.0% | +18.9% |
| All | +228.4% | +130.0% | +98.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling