+30.0%
ABBV vs UNP
+38.2%
-8.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +8.0% | +7.7% | +0.2% | +6.5% |
| 3M | +19.1% | +4.0% | +15.0% | +18.1% |
| 6M | +43.5% | +15.7% | +27.9% | +39.3% |
| YTD | +32.7% | +33.5% | -0.8% | +27.6% |
| 1Y | +30.0% | +38.9% | -8.9% | +20.6% |
| All | +30.0% | +38.2% | -8.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling