+9,728.0%
UNP vs EIX
+1,170.2%
+8,557.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.1% | -2.5% | +0.5% | -1.5% |
| 30D | +7.3% | +7.7% | -0.4% | +5.5% |
| 3M | +3.6% | -12.9% | +16.5% | +5.7% |
| 6M | +15.8% | -12.7% | +28.5% | +17.9% |
| YTD | +32.6% | +5.5% | +27.1% | +28.9% |
| 1Y | +37.2% | +9.4% | +27.9% | +32.3% |
| 3Y | +52.6% | +9.7% | +42.9% | +44.9% |
| 5Y | +40.6% | +16.9% | +23.6% | +30.9% |
| 10Y | +288.4% | +34.3% | +254.2% | +241.2% |
| All | +9,728.0% | +1,170.2% | +8,557.8% | +5,115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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