-0.5%
UNH vs TROW
-39.3%
+38.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -4.5% | -3.2% | -1.4% | -4.1% |
| 30D | -6.5% | -4.6% | -1.9% | -5.9% |
| 3M | -6.0% | -0.7% | -5.3% | -6.0% |
| 6M | +33.7% | +22.2% | +11.4% | +29.6% |
| YTD | +16.4% | +6.6% | +9.8% | +15.0% |
| 1Y | +10.1% | +5.8% | +4.2% | +8.9% |
| 3Y | -16.3% | +11.6% | -27.9% | -18.4% |
| All | -0.5% | -39.3% | +38.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling