+47.0%
QCOM vs UNP
+46.2%
+0.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.4% |
| 7D | +0.4% | -4.6% | +4.9% | +2.1% |
| 30D | -6.6% | +5.6% | -12.2% | -8.3% |
| 3M | +3.7% | -1.3% | +5.0% | +4.1% |
| 6M | -13.3% | +9.2% | -22.6% | -17.4% |
| YTD | -1.8% | +27.3% | -29.1% | -14.4% |
| 1Y | -2.5% | +35.9% | -38.4% | -18.4% |
| 3Y | +47.0% | +45.5% | +1.5% | +20.3% |
| All | +47.0% | +46.2% | +0.7% | +20.3% |
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