+345.6%
AVGO vs UNP
+46.5%
+299.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -13.8% | -1.1% | -12.7% | -13.7% |
| 3M | -6.9% | +7.9% | -14.8% | -8.5% |
| 6M | +11.9% | +14.6% | -2.7% | +7.9% |
| YTD | +6.9% | +26.6% | -19.7% | -0.2% |
| 1Y | +7.4% | +35.6% | -28.2% | -2.6% |
| 3Y | +345.6% | +45.5% | +300.1% | +286.1% |
| All | +345.6% | +46.5% | +299.0% | +286.1% |
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