+9,679.6%
UNP vs EMR
+4,438.6%
+5,241.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | +8.0% | +3.5% | +4.5% | +6.0% |
| 3M | +3.3% | +5.9% | -2.6% | +0.1% |
| 6M | +14.7% | +19.4% | -4.7% | +3.9% |
| YTD | +31.9% | +27.7% | +4.3% | +14.2% |
| 1Y | +37.1% | +30.9% | +6.2% | +17.0% |
| 3Y | +51.9% | +104.2% | -52.3% | +0.8% |
| 5Y | +39.3% | +89.6% | -50.3% | -5.6% |
| 10Y | +284.1% | +280.0% | +4.1% | +79.0% |
| All | +9,679.6% | +4,438.6% | +5,241.0% | +1,600.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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