-12.8%
NVO vs UNP
+32.8%
-45.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +2.2% | -5.3% | +7.5% | +2.1% |
| 30D | +6.0% | -1.5% | +7.5% | +6.0% |
| 3M | +7.9% | +10.3% | -2.4% | +7.7% |
| 6M | +27.1% | +9.7% | +17.4% | +26.1% |
| YTD | -3.8% | +27.1% | -30.9% | -4.4% |
| 1Y | -12.8% | +32.6% | -45.4% | -11.9% |
| All | -12.8% | +32.8% | -45.7% | -11.9% |
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