-41.7%
INTU vs UNP
+51.4%
-93.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -7.5% | -0.7% | -6.8% | -7.3% |
| 30D | -1.9% | -1.1% | -0.8% | -1.5% |
| 3M | +4.9% | +7.9% | -3.0% | +1.8% |
| 6M | -33.2% | +14.6% | -47.9% | -37.2% |
| YTD | -51.4% | +26.6% | -78.0% | -56.6% |
| 1Y | -52.0% | +35.6% | -87.5% | -58.7% |
| 3Y | -40.7% | +45.5% | -86.2% | -52.2% |
| 5Y | -41.7% | +50.0% | -91.7% | -53.9% |
| All | -41.7% | +51.4% | -93.1% | -53.9% |
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 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