+54.0%
UNP vs BX
+17.9%
+36.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | -1.8% | -5.6% | +3.8% | -0.5% |
| 30D | -2.7% | -12.2% | +9.5% | +0.3% |
| 3M | +6.5% | +7.4% | -0.9% | +4.3% |
| 6M | +14.4% | +22.2% | -7.8% | +7.6% |
| YTD | +24.8% | -14.0% | +38.8% | +28.2% |
| 1Y | +34.4% | -27.3% | +61.7% | +44.0% |
| 3Y | +43.6% | +24.5% | +19.0% | +30.5% |
| All | +54.0% | +17.9% | +36.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 5y: compounded portfolio wealth divided by compounded BX 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…
5y analysis · Full analysis span regression · 6 months rolling