+499.9%
ABBV vs UNP
+287.3%
+212.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | +2.0% | -2.0% | +3.9% | +2.5% |
| 3M | +14.2% | +7.5% | +6.6% | +11.4% |
| 6M | +14.1% | +15.3% | -1.3% | +8.6% |
| YTD | +14.2% | +25.4% | -11.2% | +5.6% |
| 1Y | +24.2% | +35.6% | -11.4% | +11.8% |
| 3Y | +89.8% | +44.1% | +45.6% | +65.7% |
| 5Y | +187.2% | +54.0% | +133.2% | +138.8% |
| All | +499.9% | +287.3% | +212.6% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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