+9,796.0%
UNP vs BAX
+897.0%
+8,899.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +7.7% | +3.4% | +4.3% | +6.6% |
| 3M | +4.0% | -4.5% | +8.5% | +4.8% |
| 6M | +15.7% | +44.0% | -28.3% | +4.4% |
| YTD | +33.5% | +34.9% | -1.4% | +21.3% |
| 1Y | +38.9% | +37.9% | +1.0% | +25.4% |
| 3Y | +53.7% | -17.1% | +70.7% | +53.5% |
| 5Y | +40.4% | -64.3% | +104.7% | +71.1% |
| 10Y | +291.1% | -35.9% | +327.0% | +308.3% |
| All | +9,796.0% | +897.0% | +8,899.1% | +5,484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling