+1,386.2%
UNP vs BX
+910.6%
+475.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -0.7% | -2.0% | +1.2% | -0.1% |
| 30D | -1.1% | -2.3% | +1.2% | -0.5% |
| 3M | +7.9% | +18.5% | -10.7% | +1.8% |
| 6M | +14.6% | +23.7% | -9.1% | +5.8% |
| YTD | +26.6% | -10.4% | +36.9% | +28.7% |
| 1Y | +35.6% | -19.6% | +55.1% | +42.1% |
| 3Y | +45.5% | +30.8% | +14.7% | +26.9% |
| 5Y | +50.0% | +24.3% | +25.6% | +25.9% |
| 10Y | +271.8% | +679.5% | -407.6% | +69.3% |
| All | +1,386.2% | +910.6% | +475.6% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling