+64,930.0%
AMGN vs UNP
+10,123.3%
+54,806.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.1% | +4.2% | -3.1% | -0.1% |
| 30D | +9.3% | +5.6% | +3.7% | +7.5% |
| 3M | +12.1% | +2.0% | +10.1% | +11.3% |
| 6M | +40.3% | +15.4% | +24.9% | +34.0% |
| YTD | +45.2% | +32.7% | +12.5% | +32.7% |
| 1Y | +42.4% | +39.4% | +3.0% | +28.2% |
| 3Y | +91.0% | +54.3% | +36.7% | +65.7% |
| 5Y | +157.4% | +39.6% | +117.7% | +126.4% |
| 10Y | +321.0% | +288.9% | +32.2% | +164.9% |
| All | +64,930.0% | +10,123.3% | +54,806.7% | +13,690.9% |
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