+1,156.2%
ABBV vs UNP
+509.6%
+646.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +2.2% |
| 30D | +4.2% | -1.5% | +5.7% | +4.6% |
| 3M | +14.8% | +10.3% | +4.6% | +11.0% |
| 6M | +10.3% | +9.7% | +0.6% | +6.5% |
| YTD | +14.9% | +27.1% | -12.2% | +5.3% |
| 1Y | +24.1% | +32.6% | -8.4% | +12.0% |
| 3Y | +91.9% | +40.0% | +52.0% | +68.2% |
| 5Y | +176.0% | +50.8% | +125.2% | +129.9% |
| 10Y | +502.9% | +278.6% | +224.3% | +238.0% |
| All | +1,156.2% | +509.6% | +646.6% | +459.4% |
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