-5.0%
IBM vs UNP
+33.7%
-38.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.4% |
| 7D | +3.6% | -1.7% | +5.3% | +3.5% |
| 30D | +1.5% | -2.1% | +3.7% | +1.5% |
| 3M | -12.9% | +5.4% | -18.4% | -12.6% |
| 6M | -3.9% | +13.4% | -17.3% | -2.8% |
| YTD | -17.3% | +25.0% | -42.3% | -19.2% |
| 1Y | -5.0% | +34.6% | -39.6% | -6.9% |
| All | -5.0% | +33.7% | -38.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling