+9,151.9%
UNP vs BDX
+5,179.2%
+3,972.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.0% |
| 30D | -2.7% | -2.5% | -0.2% | -2.1% |
| 3M | +6.5% | +21.4% | -14.9% | +0.6% |
| 6M | +14.4% | +10.4% | +4.0% | +10.7% |
| YTD | +24.8% | +18.8% | +6.0% | +18.3% |
| 1Y | +34.4% | +21.7% | +12.7% | +26.4% |
| 3Y | +43.6% | -10.0% | +53.5% | +44.8% |
| 5Y | +53.2% | -1.8% | +55.0% | +49.8% |
| 10Y | +282.1% | +58.8% | +223.3% | +222.9% |
| All | +9,151.9% | +5,179.2% | +3,972.7% | +3,282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling