+32.6%
UNP vs BN
-6.5%
+39.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -5.3% | -2.5% | -2.9% | -4.9% |
| 30D | -1.5% | -9.5% | +7.9% | +0.3% |
| 3M | +10.3% | -10.4% | +20.6% | +12.6% |
| 6M | +9.7% | -6.4% | +16.0% | +10.2% |
| YTD | +27.1% | -11.9% | +39.0% | +29.5% |
| 1Y | +32.6% | -8.6% | +41.2% | +34.2% |
| All | +32.6% | -6.5% | +39.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling