+50,186.6%
QCOM vs UNP
+7,530.1%
+42,656.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | -5.3% | +8.7% | +5.8% |
| 30D | +7.7% | -1.5% | +9.2% | +8.3% |
| 3M | -30.1% | +10.3% | -40.3% | -33.4% |
| 6M | +22.8% | +9.7% | +13.2% | +16.4% |
| YTD | +0.2% | +27.1% | -26.9% | -11.3% |
| 1Y | +7.9% | +32.6% | -24.7% | -6.3% |
| 3Y | +55.8% | +40.0% | +15.8% | +31.6% |
| 5Y | +30.1% | +50.8% | -20.8% | +5.3% |
| 10Y | +248.9% | +278.6% | -29.7% | +89.7% |
| All | +50,186.6% | +7,530.1% | +42,656.6% | +8,349.9% |
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 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