+9,728.0%
UNP vs BN
+15,947.2%
-6,219.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.2% |
| 30D | +7.3% | +13.5% | -6.2% | +2.2% |
| 3M | +3.6% | -5.9% | +9.6% | +5.7% |
| 6M | +15.8% | -8.9% | +24.8% | +19.2% |
| YTD | +32.6% | -7.9% | +40.5% | +34.9% |
| 1Y | +37.2% | -8.3% | +45.5% | +39.7% |
| 3Y | +52.6% | +100.8% | -48.2% | +12.7% |
| 5Y | +40.6% | +38.2% | +2.4% | +16.3% |
| 10Y | +288.4% | +302.3% | -13.9% | +112.3% |
| All | +9,728.0% | +15,947.2% | -6,219.2% | +2,300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling