+37.2%
AMGN vs UNP
+35.2%
+2.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -13.7% | -1.8% | -11.9% | -13.3% |
| 30D | -8.8% | -2.7% | -6.1% | -8.2% |
| 3M | +7.2% | +6.5% | +0.7% | +5.3% |
| 6M | +1.3% | +14.4% | -13.1% | -2.4% |
| YTD | +17.6% | +24.8% | -7.2% | +11.8% |
| 1Y | +37.2% | +34.4% | +2.8% | +34.3% |
| All | +37.2% | +35.2% | +2.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling