+44.3%
UNP vs BDX
-10.7%
+55.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.9% |
| 7D | -1.2% | -5.4% | +4.2% | +0.3% |
| 30D | -2.0% | -2.2% | +0.2% | -1.4% |
| 3M | +7.5% | +20.1% | -12.6% | +1.9% |
| 6M | +15.3% | +9.1% | +6.3% | +12.3% |
| YTD | +25.4% | +17.9% | +7.5% | +19.4% |
| 1Y | +35.6% | +22.1% | +13.5% | +27.7% |
| All | +44.3% | -10.7% | +55.0% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling