+35.6%
UNP vs BAX
-0.8%
+36.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -1.2% | -5.4% | +4.3% | -0.5% |
| 30D | -2.0% | -12.4% | +10.4% | -0.3% |
| 3M | +7.5% | +19.1% | -11.6% | +4.4% |
| 6M | +15.3% | +38.6% | -23.3% | +9.5% |
| YTD | +25.4% | +26.7% | -1.3% | +19.9% |
| 1Y | +35.6% | +1.0% | +34.6% | +29.3% |
| All | +35.6% | -0.8% | +36.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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