+263.7%
QCOM vs UNP
+273.1%
-9.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | +5.1% | -0.7% | +5.8% | +5.5% |
| 30D | +4.3% | -1.1% | +5.4% | +4.8% |
| 3M | -19.6% | +7.9% | -27.5% | -23.3% |
| 6M | +29.5% | +14.6% | +14.8% | +18.0% |
| YTD | +3.4% | +26.6% | -23.2% | -11.2% |
| 1Y | +10.9% | +35.6% | -24.7% | -8.5% |
| 3Y | +74.8% | +45.5% | +29.3% | +37.0% |
| 5Y | +36.2% | +50.0% | -13.8% | +3.3% |
| 10Y | +263.7% | +271.8% | -8.1% | +92.8% |
| All | +263.7% | +273.1% | -9.4% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling