+86.7%
ABBV vs UNP
+43.1%
+43.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.2% |
| 7D | -4.1% | -1.7% | -2.4% | -3.7% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | +12.1% | +5.4% | +6.7% | +10.4% |
| 6M | +12.0% | +13.4% | -1.4% | +8.0% |
| YTD | +12.4% | +25.0% | -12.5% | +5.4% |
| 1Y | +22.9% | +34.6% | -11.6% | +12.4% |
| All | +86.7% | +43.1% | +43.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling