+9,321.7%
UNP vs BAX
+900.4%
+8,421.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -5.3% | -1.1% | -4.2% | -5.1% |
| 30D | -1.5% | -5.5% | +3.9% | -0.2% |
| 3M | +10.3% | +33.5% | -23.3% | +1.9% |
| 6M | +9.7% | +35.9% | -26.2% | +0.5% |
| YTD | +27.1% | +35.4% | -8.3% | +15.8% |
| 1Y | +32.6% | +9.8% | +22.8% | +26.5% |
| 3Y | +40.0% | -32.7% | +72.7% | +47.6% |
| 5Y | +50.8% | -65.6% | +116.4% | +86.1% |
| 10Y | +278.6% | -34.9% | +313.5% | +294.8% |
| All | +9,321.7% | +900.4% | +8,421.3% | +5,229.9% |
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