+202.1%
ABBV vs UNP
+40.3%
+161.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.1% | -2.1% | +2.1% | +0.5% |
| 30D | +5.6% | +7.3% | -1.7% | +3.9% |
| 3M | +18.7% | +3.6% | +15.0% | +17.6% |
| 6M | +47.4% | +15.8% | +31.6% | +42.3% |
| YTD | +33.0% | +32.6% | +0.4% | +24.3% |
| 1Y | +34.9% | +37.2% | -2.3% | +25.1% |
| 3Y | +135.2% | +52.6% | +82.6% | +112.6% |
| 5Y | +202.1% | +40.6% | +161.5% | +168.3% |
| All | +202.1% | +40.3% | +161.8% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling