+9,321.7%
UNP vs BN
+15,251.3%
-5,929.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -5.3% | -2.5% | -2.9% | -4.5% |
| 30D | -1.5% | -9.5% | +7.9% | +2.1% |
| 3M | +10.3% | -10.4% | +20.6% | +14.6% |
| 6M | +9.7% | -6.4% | +16.0% | +11.6% |
| YTD | +27.1% | -11.9% | +39.0% | +31.8% |
| 1Y | +32.6% | -8.6% | +41.2% | +35.1% |
| 3Y | +40.0% | +77.6% | -37.6% | +8.0% |
| 5Y | +50.8% | +37.0% | +13.8% | +25.3% |
| 10Y | +278.6% | +266.4% | +12.2% | +114.3% |
| All | +9,321.7% | +15,251.3% | -5,929.6% | +2,245.0% |
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