+1,673.5%
BMY vs UNP
+10,123.3%
-8,449.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +2.1% | +4.2% | -2.2% | +0.9% |
| 30D | +7.0% | +5.6% | +1.4% | +5.4% |
| 3M | -0.9% | +2.0% | -2.9% | -1.5% |
| 6M | +14.9% | +15.4% | -0.5% | +10.3% |
| YTD | +22.8% | +32.7% | -9.9% | +13.2% |
| 1Y | +36.2% | +39.4% | -3.2% | +23.9% |
| 3Y | +45.7% | +54.3% | -8.6% | +27.9% |
| 5Y | +31.3% | +39.6% | -8.4% | +16.6% |
| 10Y | +60.6% | +288.9% | -228.3% | +4.4% |
| All | +1,673.5% | +10,123.3% | -8,449.8% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling