+297.5%
AVGO vs UNP
+53.9%
+243.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.4% |
| 7D | +25.0% | +2.1% | +22.9% | +24.5% |
| 30D | +2.0% | +7.7% | -5.8% | +0.9% |
| 3M | -12.3% | +4.0% | -16.3% | -12.7% |
| 6M | -12.8% | +15.7% | -28.5% | -15.4% |
| YTD | +5.9% | +33.5% | -27.6% | -1.9% |
| 1Y | +3.3% | +38.9% | -35.6% | -5.8% |
| All | +297.5% | +53.9% | +243.5% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling