+102.0%
UNP vs BBIO
+136.9%
-34.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.7% |
| 7D | -1.2% | -3.9% | +2.7% | -0.9% |
| 30D | -2.0% | -13.4% | +11.4% | -1.1% |
| 3M | +7.5% | +7.6% | 0.0% | +6.9% |
| 6M | +15.3% | -2.4% | +17.8% | +15.2% |
| YTD | +25.4% | -5.2% | +30.6% | +25.2% |
| 1Y | +35.6% | +36.9% | -1.3% | +31.9% |
| 3Y | +44.1% | +155.2% | -111.0% | +32.6% |
| 5Y | +54.0% | +44.0% | +10.0% | +35.3% |
| All | +102.0% | +136.9% | -34.9% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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