+9,679.6%
UNP vs BAX
+923.3%
+8,756.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | +3.6% | -4.6% | -1.8% |
| 30D | +8.0% | +8.5% | -0.5% | +5.6% |
| 3M | +3.3% | -4.9% | +8.2% | +4.3% |
| 6M | +14.7% | +47.0% | -32.3% | +3.1% |
| YTD | +31.9% | +38.4% | -6.5% | +19.1% |
| 1Y | +37.1% | +49.1% | -12.0% | +21.3% |
| 3Y | +51.9% | -14.9% | +66.7% | +50.7% |
| 5Y | +39.3% | -63.1% | +102.4% | +68.4% |
| 10Y | +284.1% | -35.6% | +319.7% | +300.5% |
| All | +9,679.6% | +923.3% | +8,756.3% | +5,383.5% |
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