+34.4%
UNP vs BIYA
-99.9%
+134.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +2.1% | +10.0% | -7.9% | +2.1% |
| 30D | +7.7% | -17.7% | +25.4% | +7.7% |
| 3M | +4.0% | -55.0% | +59.1% | +3.9% |
| 6M | +15.7% | -85.1% | +100.8% | +15.7% |
| YTD | +33.5% | -96.9% | +130.4% | +34.5% |
| 1Y | +38.9% | -98.5% | +137.4% | +40.8% |
| All | +34.4% | -99.9% | +134.3% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling