+48.4%
QCOM vs UNP
+53.1%
-4.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.4% |
| 7D | +4.3% | +4.2% | 0.0% | +2.8% |
| 30D | -0.1% | +5.6% | -5.7% | -1.9% |
| 3M | +5.2% | +2.0% | +3.2% | +4.5% |
| 6M | -18.4% | +15.4% | -33.8% | -23.7% |
| YTD | +2.4% | +32.7% | -30.3% | -12.0% |
| 1Y | +0.9% | +39.4% | -38.5% | -15.9% |
| 3Y | +48.4% | +54.3% | -5.9% | +19.4% |
| All | +48.4% | +53.1% | -4.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling