+2,770.9%
AVGO vs UNP
+285.4%
+2,485.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +1.1% | -1.8% | +2.9% | +2.1% |
| 30D | -13.0% | -2.7% | -10.3% | -11.8% |
| 3M | -6.0% | +6.5% | -12.5% | -9.9% |
| 6M | +6.4% | +14.4% | -8.0% | -2.9% |
| YTD | +5.0% | +24.8% | -19.8% | -9.4% |
| 1Y | +1.4% | +34.4% | -33.0% | -16.8% |
| 3Y | +336.8% | +43.6% | +293.2% | +235.2% |
| 5Y | +698.2% | +53.2% | +645.0% | +470.9% |
| All | +2,770.9% | +285.4% | +2,485.5% | +1,283.5% |
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