+2,521.8%
IBM vs UNP
+9,708.2%
-7,186.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | 0.0% |
| 7D | -5.0% | -4.6% | -0.4% | -3.4% |
| 30D | +11.1% | +5.6% | +5.5% | +9.0% |
| 3M | +5.7% | -1.3% | +7.0% | +6.0% |
| 6M | +10.1% | +9.2% | +0.9% | +6.2% |
| YTD | -15.6% | +27.3% | -42.9% | -23.3% |
| 1Y | -19.5% | +35.9% | -55.5% | -28.6% |
| 3Y | +80.4% | +45.5% | +34.9% | +55.1% |
| 5Y | +140.0% | +36.0% | +104.0% | +107.8% |
| 10Y | +155.0% | +307.2% | -152.2% | +49.8% |
| All | +2,521.8% | +9,708.2% | -7,186.4% | +425.4% |
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