+60.7%
BMY vs UNP
+285.4%
-224.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.8% | -1.8% | -3.0% | -4.3% |
| 30D | -0.1% | -2.7% | +2.6% | +0.7% |
| 3M | +13.1% | +6.5% | +6.6% | +11.0% |
| 6M | +8.4% | +14.4% | -6.0% | +4.1% |
| YTD | +22.0% | +24.8% | -2.8% | +14.1% |
| 1Y | +40.3% | +34.4% | +5.9% | +28.4% |
| 3Y | +20.5% | +43.6% | -23.1% | +7.6% |
| 5Y | +23.7% | +53.2% | -29.5% | +6.2% |
| All | +60.7% | +285.4% | -224.7% | +7.1% |
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 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