+277.6%
UNP vs BDX
+59.3%
+218.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -1.8% | -3.2% | +1.4% | -0.8% |
| 30D | -2.7% | -2.5% | -0.2% | -1.9% |
| 3M | +6.5% | +21.4% | -14.9% | -0.7% |
| 6M | +14.4% | +10.4% | +4.0% | +9.9% |
| YTD | +24.8% | +18.8% | +6.0% | +16.7% |
| 1Y | +34.4% | +21.7% | +12.7% | +24.5% |
| 3Y | +43.6% | -10.0% | +53.5% | +45.6% |
| 5Y | +53.2% | -1.8% | +55.0% | +48.7% |
| All | +277.6% | +59.3% | +218.3% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling