+504.9%
ABBV vs UNP
+285.4%
+219.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | +3.4% | -2.7% | +6.1% | +4.2% |
| 3M | +15.2% | +6.5% | +8.7% | +12.8% |
| 6M | +14.7% | +14.4% | +0.3% | +9.5% |
| YTD | +15.2% | +24.8% | -9.6% | +6.6% |
| 1Y | +20.4% | +34.4% | -14.0% | +8.6% |
| 3Y | +91.3% | +43.6% | +47.8% | +67.2% |
| 5Y | +189.6% | +53.2% | +136.4% | +141.1% |
| All | +504.9% | +285.4% | +219.4% | +247.6% |
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