+4,126.2%
UNP vs BLK
+13,188.7%
-9,062.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | -0.7% | -2.4% | +1.7% | +0.2% |
| 30D | -1.1% | -3.1% | +2.0% | 0.0% |
| 3M | +7.9% | +10.7% | -2.8% | +3.1% |
| 6M | +14.6% | +15.9% | -1.2% | +7.2% |
| YTD | +26.6% | +4.0% | +22.6% | +23.2% |
| 1Y | +35.6% | +1.3% | +34.3% | +33.0% |
| 3Y | +45.5% | +69.6% | -24.1% | +15.2% |
| 5Y | +50.0% | +33.8% | +16.2% | +28.1% |
| 10Y | +271.8% | +276.2% | -4.3% | +112.2% |
| All | +4,126.2% | +13,188.7% | -9,062.5% | +958.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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