+195.5%
AMGN vs UNP
+285.4%
-89.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -13.7% | -1.8% | -11.9% | -13.2% |
| 30D | -8.8% | -2.7% | -6.1% | -8.0% |
| 3M | +7.2% | +6.5% | +0.7% | +4.8% |
| 6M | +1.3% | +14.4% | -13.1% | -3.6% |
| YTD | +17.6% | +24.8% | -7.2% | +8.5% |
| 1Y | +37.2% | +34.4% | +2.8% | +23.2% |
| 3Y | +57.7% | +43.6% | +14.2% | +37.6% |
| 5Y | +106.3% | +53.2% | +53.0% | +71.8% |
| All | +195.5% | +285.4% | -89.9% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling