+181.0%
ABBV vs UNP
+48.4%
+132.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.1% |
| 7D | -4.1% | -1.7% | -2.4% | -3.8% |
| 30D | +1.2% | -2.1% | +3.3% | +1.6% |
| 3M | +12.1% | +5.4% | +6.7% | +10.7% |
| 6M | +12.0% | +13.4% | -1.4% | +8.6% |
| YTD | +12.4% | +25.0% | -12.5% | +6.5% |
| 1Y | +22.9% | +34.6% | -11.6% | +14.3% |
| 3Y | +86.8% | +43.6% | +43.1% | +71.0% |
| 5Y | +181.0% | +51.7% | +129.3% | +145.1% |
| All | +181.0% | +48.4% | +132.6% | +145.1% |
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