+27.5%
UNP vs BIYA
-99.8%
+127.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | +2.7% | -3.5% | -0.7% |
| 30D | -1.1% | -18.7% | +17.6% | -1.2% |
| 3M | +7.9% | -72.0% | +79.9% | +8.2% |
| 6M | +14.6% | -86.4% | +101.0% | +15.1% |
| YTD | +26.6% | -94.2% | +120.7% | +27.7% |
| 1Y | +35.6% | -98.4% | +134.0% | +38.2% |
| All | +27.5% | -99.8% | +127.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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