+138.2%
IBM vs UNP
+35.3%
+102.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.2% |
| 7D | -5.0% | -4.6% | -0.4% | -3.8% |
| 30D | +11.1% | +5.6% | +5.5% | +9.5% |
| 3M | +5.7% | -1.3% | +7.0% | +6.0% |
| 6M | +10.1% | +9.2% | +0.9% | +7.1% |
| YTD | -15.6% | +27.3% | -42.9% | -22.3% |
| 1Y | -19.5% | +35.9% | -55.5% | -27.5% |
| 3Y | +80.4% | +45.5% | +34.9% | +58.5% |
| All | +138.2% | +35.3% | +102.9% | +111.6% |
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