+9,562.1%
UNP vs EIX
+1,174.9%
+8,387.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | +6.7% | +8.8% | -2.0% | +4.7% |
| 3M | +1.8% | -10.9% | +12.7% | +3.3% |
| 6M | +13.3% | -10.3% | +23.6% | +14.6% |
| YTD | +30.3% | +5.8% | +24.5% | +26.7% |
| 1Y | +36.9% | +11.4% | +25.6% | +31.4% |
| 3Y | +50.9% | +11.1% | +39.9% | +42.9% |
| 5Y | +37.9% | +18.5% | +19.5% | +28.0% |
| 10Y | +293.8% | +32.2% | +261.5% | +246.9% |
| All | +9,562.1% | +1,174.9% | +8,387.3% | +5,023.6% |
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