+2,913.2%
UNP vs BNS
+1,476.3%
+1,436.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | -0.7% | +1.8% | -2.6% | -1.8% |
| 30D | -1.1% | +4.5% | -5.6% | -3.9% |
| 3M | +7.9% | +15.8% | -7.9% | -1.4% |
| 6M | +14.6% | +31.5% | -16.8% | -2.7% |
| YTD | +26.6% | +28.6% | -2.0% | +8.6% |
| 1Y | +35.6% | +48.2% | -12.6% | +7.1% |
| 3Y | +45.5% | +130.8% | -85.3% | -12.4% |
| 5Y | +50.0% | +94.9% | -44.9% | -1.5% |
| 10Y | +271.8% | +179.6% | +92.3% | +94.0% |
| All | +2,913.2% | +1,476.3% | +1,436.9% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling