+1,354.0%
ABBV vs UNP
+536.6%
+817.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.3% | +4.2% | -3.0% | -0.1% |
| 30D | +4.7% | +5.6% | -0.9% | +2.8% |
| 3M | +18.3% | +2.0% | +16.3% | +17.4% |
| 6M | +43.4% | +15.4% | +28.0% | +36.2% |
| YTD | +33.0% | +32.7% | +0.3% | +20.0% |
| 1Y | +30.8% | +39.4% | -8.6% | +16.1% |
| 3Y | +135.1% | +54.3% | +80.8% | +99.3% |
| 5Y | +201.2% | +39.6% | +161.6% | +159.0% |
| 10Y | +602.7% | +288.9% | +313.8% | +291.4% |
| All | +1,354.0% | +536.6% | +817.4% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling