+14,587.7%
INTU vs UNP
+5,840.3%
+8,747.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.9% |
| 7D | -3.9% | -3.3% | -0.7% | -2.7% |
| 30D | +11.7% | +6.7% | +5.0% | +8.9% |
| 3M | +4.5% | +1.8% | +2.7% | +3.7% |
| 6M | -13.9% | +13.3% | -27.2% | -18.4% |
| YTD | -48.2% | +30.3% | -78.6% | -54.2% |
| 1Y | -47.1% | +36.9% | -84.1% | -54.2% |
| 3Y | -32.5% | +50.9% | -83.4% | -44.5% |
| 5Y | -42.6% | +37.9% | -80.5% | -51.4% |
| 10Y | +235.3% | +293.8% | -58.5% | +84.6% |
| All | +14,587.7% | +5,840.3% | +8,747.3% | +2,598.2% |
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