+903.9%
BSX vs UNP
+6,366.1%
-5,462.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -10.1% | -1.8% | -8.3% | -9.5% |
| 30D | -16.4% | -2.7% | -13.7% | -15.6% |
| 3M | -8.9% | +6.5% | -15.4% | -11.1% |
| 6M | -38.3% | +14.4% | -52.6% | -41.6% |
| YTD | -54.9% | +24.8% | -79.7% | -59.0% |
| 1Y | -58.8% | +34.4% | -93.2% | -63.6% |
| 3Y | -21.2% | +43.6% | -64.8% | -33.1% |
| 5Y | -3.3% | +53.2% | -56.5% | -21.1% |
| 10Y | +82.8% | +282.1% | -199.3% | +5.7% |
| All | +903.9% | +6,366.1% | -5,462.2% | +143.5% |
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