-6.8%
AVGO vs UNP
+44.1%
-50.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -1.5% |
| 7D | -7.5% | +3.6% | -11.1% | -6.5% |
| 30D | -10.2% | +11.4% | -21.6% | -7.4% |
| 3M | -22.0% | +4.6% | -26.6% | -20.8% |
| 6M | -21.6% | +18.3% | -39.9% | -17.8% |
| YTD | -5.4% | +35.4% | -40.8% | +1.6% |
| 1Y | -6.8% | +42.6% | -49.4% | +1.9% |
| All | -6.8% | +44.1% | -50.9% | +1.9% |
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 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