-17.4%
BSX vs UNP
+53.1%
-70.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.7% | +4.2% | -0.5% | +2.9% |
| 30D | +3.1% | +5.6% | -2.5% | +2.2% |
| 3M | -14.2% | +2.0% | -16.3% | -14.6% |
| 6M | -16.4% | +15.4% | -31.8% | -18.4% |
| YTD | -53.5% | +32.7% | -86.2% | -55.9% |
| 1Y | -57.8% | +39.4% | -97.2% | -60.5% |
| 3Y | -17.4% | +54.3% | -71.7% | -23.0% |
| All | -17.4% | +53.1% | -70.5% | -23.0% |
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