-60.9%
ADBE vs UNP
+52.3%
-113.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | -2.5% | -2.7% | +0.2% | -1.6% |
| 3M | +15.3% | +6.5% | +8.8% | +12.4% |
| 6M | -7.8% | +14.4% | -22.2% | -13.3% |
| YTD | -27.9% | +24.8% | -52.7% | -35.0% |
| 1Y | -28.0% | +34.4% | -62.5% | -37.3% |
| 3Y | -55.3% | +43.6% | -98.9% | -62.7% |
| All | -60.9% | +52.3% | -113.2% | -68.6% |
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 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