+134,607.8%
UNH vs TROW
+14,176.2%
+120,431.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -3.8% | -5.3% | +1.5% | -2.5% |
| 3M | -4.3% | +2.9% | -7.2% | -5.2% |
| 6M | +38.6% | +22.2% | +16.4% | +31.1% |
| YTD | +20.7% | +8.1% | +12.6% | +17.8% |
| 1Y | +16.0% | +5.8% | +10.2% | +13.9% |
| 3Y | -13.5% | +14.0% | -27.5% | -18.5% |
| 5Y | +3.5% | -38.3% | +41.8% | +11.4% |
| 10Y | +245.3% | +131.7% | +113.7% | +157.8% |
| All | +134,607.8% | +14,176.2% | +120,431.6% | +29,036.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling