+51.7%
UNP vs BB
-25.5%
+77.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -1.7% | +1.8% | -3.6% | -1.9% |
| 30D | -2.1% | -12.2% | +10.1% | -1.1% |
| 3M | +5.4% | -12.3% | +17.8% | +5.8% |
| 6M | +13.4% | +122.7% | -109.3% | +3.2% |
| YTD | +25.0% | +104.5% | -79.5% | +14.7% |
| 1Y | +34.6% | +106.7% | -72.1% | +22.9% |
| 3Y | +43.6% | +70.0% | -26.3% | +29.6% |
| 5Y | +51.7% | -27.8% | +79.5% | +44.1% |
| All | +51.7% | -25.5% | +77.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling