+32.6%
UNP vs BNS
+50.5%
-17.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -5.3% | +1.5% | -6.9% | -5.6% |
| 30D | -1.5% | +6.0% | -7.5% | -2.6% |
| 3M | +10.3% | +16.3% | -6.1% | +5.8% |
| 6M | +9.7% | +27.3% | -17.6% | +1.9% |
| YTD | +27.1% | +28.5% | -1.4% | +17.4% |
| 1Y | +32.6% | +49.0% | -16.4% | +19.2% |
| All | +32.6% | +50.5% | -17.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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