+50.9%
UNP vs BN
+102.8%
-51.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +1.2% |
| 7D | -3.3% | +3.6% | -6.9% | -4.3% |
| 30D | +6.7% | +15.9% | -9.1% | +2.0% |
| 3M | +1.8% | -2.3% | +4.1% | +2.4% |
| 6M | +13.3% | -8.4% | +21.8% | +16.0% |
| YTD | +30.3% | -5.9% | +36.2% | +31.5% |
| 1Y | +36.9% | -5.6% | +42.5% | +37.8% |
| 3Y | +50.9% | +104.2% | -53.3% | +14.3% |
| All | +50.9% | +102.8% | -51.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling