-3.1%
BSX vs UNP
+51.6%
-54.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -8.2% | -1.2% | -7.0% | -7.9% |
| 30D | -15.8% | -2.0% | -13.8% | -15.4% |
| 3M | -10.8% | +7.5% | -18.4% | -12.6% |
| 6M | -38.4% | +15.3% | -53.7% | -40.9% |
| YTD | -54.8% | +25.4% | -80.2% | -57.8% |
| 1Y | -59.0% | +35.6% | -94.6% | -62.8% |
| 3Y | -20.0% | +44.1% | -64.1% | -29.9% |
| 5Y | -3.1% | +54.0% | -57.0% | -18.0% |
| All | -3.1% | +51.6% | -54.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling