-9.4%
ABT vs UNP
+48.4%
-57.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -4.7% | -1.7% | -3.0% | -4.2% |
| 30D | -3.1% | -2.1% | -1.0% | -2.4% |
| 3M | +16.1% | +5.4% | +10.7% | +14.0% |
| 6M | -5.3% | +13.4% | -18.7% | -9.5% |
| YTD | -14.4% | +25.0% | -39.4% | -21.1% |
| 1Y | -18.4% | +34.6% | -53.0% | -26.7% |
| 3Y | +11.2% | +43.6% | -32.4% | -3.7% |
| 5Y | -9.4% | +51.7% | -61.1% | -22.7% |
| All | -9.4% | +48.4% | -57.8% | -22.7% |
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